+132.7%
CMS vs MAS
+241.3%
-108.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +0.1% |
| 7D | +4.1% | +14.2% | -10.1% | +1.0% |
| 30D | +10.9% | +26.8% | -16.0% | +5.0% |
| 3M | -0.2% | +13.1% | -13.4% | -3.1% |
| 6M | -4.7% | +27.9% | -32.7% | -10.5% |
| YTD | +3.9% | +38.7% | -34.8% | -4.9% |
| 1Y | +0.4% | +40.4% | -40.0% | -8.5% |
| 3Y | +38.8% | +66.1% | -27.3% | +18.4% |
| 5Y | +37.1% | +47.4% | -10.3% | +18.2% |
| 10Y | +132.7% | +238.3% | -105.7% | +61.4% |
| All | +132.7% | +241.3% | -108.7% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling