+346.3%
CMG vs MAS
+137.9%
+208.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.3% |
| 7D | -2.8% | -0.8% | -2.1% | -2.6% |
| 30D | +7.1% | -5.6% | +12.7% | +9.3% |
| 3M | +31.2% | +4.4% | +26.7% | +27.6% |
| 6M | +0.7% | +7.2% | -6.5% | -3.8% |
| YTD | -0.1% | +16.1% | -16.2% | -8.2% |
| 1Y | -10.7% | +0.1% | -10.8% | -13.0% |
| 3Y | -4.7% | +28.3% | -33.0% | -18.5% |
| 5Y | -3.8% | +30.5% | -34.2% | -20.1% |
| All | +346.3% | +137.9% | +208.4% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling