-14.5%
CMG vs MAS
+61.2%
-75.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | +13.2% | +4.6% | +8.6% | +11.8% |
| 30D | +14.6% | +19.9% | -5.3% | +9.3% |
| 3M | +2.6% | +8.9% | -6.3% | +0.2% |
| 6M | +9.6% | +20.2% | -10.6% | +3.3% |
| YTD | -4.3% | +33.9% | -38.2% | -13.8% |
| 1Y | +10.7% | +34.7% | -23.9% | -0.5% |
| All | -14.5% | +61.2% | -75.7% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling