-57.7%
CSGP vs MAS
+67.0%
-124.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +2.2% |
| 7D | +18.3% | +14.2% | +4.1% | +13.4% |
| 30D | +17.8% | +26.8% | -9.0% | +9.4% |
| 3M | +9.3% | +13.1% | -3.9% | +4.8% |
| 6M | -7.9% | +27.9% | -35.8% | -15.4% |
| YTD | -51.5% | +38.7% | -90.2% | -57.3% |
| 1Y | -53.3% | +40.4% | -93.7% | -59.2% |
| All | -57.7% | +67.0% | -124.7% | -68.0% |
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