+205.4%
CTVA vs MAS
+158.8%
+46.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -8.7% | +23.6% | -32.3% | -15.9% |
| 3M | +6.4% | +12.4% | -6.1% | +1.4% |
| 6M | -1.9% | +21.9% | -23.7% | -10.4% |
| YTD | +21.5% | +36.1% | -14.6% | +4.3% |
| 1Y | +24.3% | +39.5% | -15.2% | +5.4% |
| 3Y | +91.8% | +59.1% | +32.7% | +49.2% |
| 5Y | +78.4% | +44.4% | +34.0% | +42.0% |
| All | +205.4% | +158.8% | +46.6% | +67.7% |
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