+346.1%
COP vs MAS
+137.9%
+208.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +17.5% | -5.6% | +23.0% | +19.3% |
| 3M | +13.4% | +4.4% | +8.9% | +9.9% |
| 6M | +17.7% | +7.2% | +10.5% | +11.8% |
| YTD | +46.6% | +16.1% | +30.5% | +34.2% |
| 1Y | +44.6% | +0.1% | +44.5% | +39.6% |
| 3Y | +20.7% | +28.3% | -7.6% | +2.6% |
| 5Y | +185.0% | +30.5% | +154.6% | +132.4% |
| All | +346.1% | +137.9% | +208.2% | +164.3% |
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 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