-1.4%
CMG vs MAS
+41.7%
-43.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.8% |
| 7D | +13.2% | +4.6% | +8.6% | +11.4% |
| 30D | +14.6% | +19.9% | -5.3% | +7.6% |
| 3M | +2.6% | +8.9% | -6.3% | -0.6% |
| 6M | +9.6% | +20.2% | -10.6% | +1.4% |
| YTD | -4.3% | +33.9% | -38.2% | -16.2% |
| 1Y | +10.7% | +34.7% | -23.9% | -3.2% |
| 3Y | -13.3% | +60.4% | -73.6% | -32.3% |
| 5Y | -1.4% | +43.5% | -44.8% | -17.7% |
| All | -1.4% | +41.7% | -43.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling