+4,583.6%
COP vs MAS
+1,727.7%
+2,855.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.8% | -6.6% |
| 7D | -8.1% | +14.2% | -22.3% | -11.3% |
| 30D | +6.7% | +26.8% | -20.2% | +0.1% |
| 3M | +16.9% | +13.1% | +3.8% | +12.6% |
| 6M | +11.2% | +27.9% | -16.7% | +2.5% |
| YTD | +49.5% | +38.7% | +10.9% | +33.6% |
| 1Y | +60.7% | +40.4% | +20.3% | +43.0% |
| 3Y | +24.9% | +66.1% | -41.2% | +4.7% |
| 5Y | +121.7% | +47.4% | +74.3% | +87.4% |
| 10Y | +333.8% | +238.3% | +95.4% | +192.9% |
| All | +4,583.6% | +1,727.7% | +2,855.9% | +1,956.4% |
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 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