+17.8%
CMG vs MAS
+39.0%
-21.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +8.0% | +3.6% | +4.4% | +7.1% |
| 30D | +13.7% | +23.8% | -10.1% | +9.1% |
| 3M | +11.8% | +14.4% | -2.7% | +8.6% |
| 6M | +10.6% | +19.7% | -9.2% | +5.6% |
| YTD | -2.9% | +36.0% | -38.9% | -13.9% |
| 1Y | +17.8% | +40.4% | -22.5% | +1.7% |
| All | +17.8% | +39.0% | -21.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling