+77.5%
CSGP vs MAS
+241.3%
-163.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +1.7% |
| 7D | +18.3% | +14.2% | +4.1% | +12.1% |
| 30D | +17.8% | +26.8% | -9.0% | +7.2% |
| 3M | +9.3% | +13.1% | -3.9% | +3.9% |
| 6M | -7.9% | +27.9% | -35.8% | -17.6% |
| YTD | -51.5% | +38.7% | -90.2% | -58.7% |
| 1Y | -53.3% | +40.4% | -93.7% | -60.5% |
| 3Y | -57.9% | +66.1% | -124.0% | -67.6% |
| 5Y | -61.3% | +47.4% | -108.7% | -69.3% |
| 10Y | +77.5% | +238.3% | -160.8% | -6.1% |
| All | +77.5% | +241.3% | -163.8% | -6.1% |
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