+350.1%
CMG vs MAS
+213.7%
+136.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | +8.0% | +2.0% | +6.0% | +7.2% |
| 30D | +11.9% | +19.4% | -7.5% | +4.6% |
| 3M | +2.1% | +9.4% | -7.3% | -1.6% |
| 6M | +5.2% | +15.3% | -10.2% | -1.7% |
| YTD | -6.9% | +31.3% | -38.3% | -18.6% |
| 1Y | +12.7% | +34.9% | -22.2% | -2.5% |
| 3Y | -16.8% | +58.6% | -75.4% | -34.9% |
| 5Y | -4.1% | +40.7% | -44.8% | -22.7% |
| All | +350.1% | +213.7% | +136.4% | +173.1% |
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