-62.8%
CSGP vs MAS
+29.0%
-91.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.0% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | +2.3% | -5.6% | +7.9% | +4.0% |
| 3M | -8.2% | +4.4% | -12.6% | -9.9% |
| 6M | -35.1% | +7.2% | -42.3% | -37.2% |
| YTD | -54.0% | +16.1% | -70.1% | -57.3% |
| 1Y | -65.3% | +0.1% | -65.4% | -65.7% |
| All | -62.8% | +29.0% | -91.8% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling