+325.9%
CMG vs MAS
+215.0%
+110.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.5% | +3.0% | -0.5% | +1.3% |
| 30D | +15.6% | +22.4% | -6.8% | +7.0% |
| 3M | +8.2% | +14.5% | -6.3% | +2.6% |
| 6M | +9.9% | +27.1% | -17.3% | -1.2% |
| YTD | -4.6% | +35.8% | -40.4% | -17.6% |
| 1Y | +12.4% | +39.4% | -27.0% | -3.9% |
| 3Y | -18.0% | +60.3% | -78.2% | -35.9% |
| 5Y | -5.3% | +39.4% | -44.7% | -23.3% |
| All | +325.9% | +215.0% | +110.9% | +159.9% |
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