+44.1%
CSGP vs MAS
+137.9%
-93.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | +2.3% | -5.6% | +7.9% | +4.6% |
| 3M | -8.2% | +4.4% | -12.6% | -10.5% |
| 6M | -35.1% | +7.2% | -42.3% | -38.1% |
| YTD | -54.0% | +16.1% | -70.1% | -58.0% |
| 1Y | -65.3% | +0.1% | -65.4% | -66.2% |
| 3Y | -62.6% | +28.3% | -90.9% | -68.0% |
| 5Y | -64.8% | +30.5% | -95.3% | -70.8% |
| All | +44.1% | +137.9% | -93.8% | -8.8% |
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