+4,492.0%
COP vs MAS
+1,430.5%
+3,061.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +17.5% | -5.6% | +23.0% | +19.0% |
| 3M | +13.4% | +4.4% | +8.9% | +10.8% |
| 6M | +17.7% | +7.2% | +10.5% | +13.2% |
| YTD | +46.6% | +16.1% | +30.5% | +37.6% |
| 1Y | +44.6% | +0.1% | +44.5% | +40.8% |
| 3Y | +20.7% | +28.3% | -7.6% | +8.3% |
| 5Y | +185.0% | +30.5% | +154.6% | +149.0% |
| 10Y | +347.0% | +139.1% | +207.9% | +229.5% |
| All | +4,492.0% | +1,430.5% | +3,061.5% | +2,017.8% |
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 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