+320.3%
COP vs MAS
+213.7%
+106.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | -11.5% | +2.0% | -13.5% | -12.3% |
| 30D | +5.0% | +19.4% | -14.4% | -0.9% |
| 3M | +17.5% | +9.4% | +8.1% | +13.5% |
| 6M | +16.2% | +15.3% | +0.9% | +8.6% |
| YTD | +48.8% | +31.3% | +17.5% | +30.4% |
| 1Y | +64.1% | +34.9% | +29.2% | +42.1% |
| 3Y | +25.7% | +58.6% | -32.9% | -1.3% |
| 5Y | +114.4% | +40.7% | +73.7% | +71.9% |
| All | +320.3% | +213.7% | +106.6% | +133.8% |
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