+78.0%
CTVA vs MAS
+29.0%
+49.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +11.9% | -5.6% | +17.5% | +13.4% |
| 3M | +13.7% | +4.4% | +9.2% | +11.5% |
| 6M | +13.1% | +7.2% | +5.9% | +9.7% |
| YTD | +32.0% | +16.1% | +15.8% | +23.7% |
| 1Y | +22.1% | +0.1% | +22.0% | +20.3% |
| All | +78.0% | +29.0% | +49.0% | +59.9% |
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