+4,100.0%
CMG vs MAS
+329.6%
+3,770.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.3% |
| 7D | -2.8% | -0.8% | -2.1% | -2.6% |
| 30D | +7.1% | -5.6% | +12.7% | +9.2% |
| 3M | +31.2% | +4.4% | +26.7% | +27.9% |
| 6M | +0.7% | +7.2% | -6.5% | -3.5% |
| YTD | -0.1% | +16.1% | -16.2% | -7.5% |
| 1Y | -10.7% | +0.1% | -10.8% | -12.8% |
| 3Y | -4.7% | +28.3% | -33.0% | -17.1% |
| 5Y | -3.8% | +30.5% | -34.2% | -18.1% |
| 10Y | +352.5% | +139.1% | +213.4% | +196.8% |
| All | +4,100.0% | +329.6% | +3,770.4% | +1,698.3% |
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