+25.9%
CMS vs MAS
+32.0%
-6.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +0.4% | -0.8% | +1.1% | +0.5% |
| 30D | -3.6% | -5.6% | +2.0% | -2.7% |
| 3M | -1.9% | +4.4% | -6.4% | -3.0% |
| 6M | -11.0% | +7.2% | -18.2% | -12.6% |
| YTD | +0.2% | +16.1% | -15.9% | -3.3% |
| 1Y | -1.3% | +0.1% | -1.4% | -2.3% |
| 3Y | +35.9% | +28.3% | +7.6% | +25.6% |
| All | +25.9% | +32.0% | -6.1% | +12.3% |
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 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