+137.3%
CTVA vs MAS
+158.1%
-20.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | +3.0% | -23.7% | -21.6% |
| 30D | -29.6% | +22.4% | -52.0% | -34.9% |
| 3M | -16.9% | +14.5% | -31.4% | -21.3% |
| 6M | -24.3% | +27.1% | -51.4% | -31.9% |
| YTD | -5.6% | +35.8% | -41.4% | -18.8% |
| 1Y | -4.2% | +39.4% | -43.6% | -18.7% |
| 3Y | +43.3% | +60.3% | -17.0% | +11.1% |
| 5Y | +35.7% | +39.4% | -3.7% | +10.4% |
| All | +137.3% | +158.1% | -20.9% | +30.5% |
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