+3,922.7%
CMG vs MAS
+395.4%
+3,527.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +2.6% | +8.9% | -6.3% | -0.8% |
| 6M | +9.6% | +20.2% | -10.6% | +1.3% |
| YTD | -4.3% | +33.9% | -38.2% | -16.0% |
| 1Y | +10.7% | +34.7% | -23.9% | -2.9% |
| 3Y | -13.3% | +60.4% | -73.6% | -30.4% |
| 5Y | -1.4% | +43.5% | -44.8% | -18.9% |
| 10Y | +377.8% | +226.7% | +151.1% | +181.0% |
| All | +3,922.7% | +395.4% | +3,527.4% | +1,533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling