+231.7%
CTVA vs MAS
+120.8%
+110.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.5% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +11.9% | -5.6% | +17.5% | +14.2% |
| 3M | +13.7% | +4.4% | +9.2% | +10.4% |
| 6M | +13.1% | +7.2% | +5.9% | +7.7% |
| YTD | +32.0% | +16.1% | +15.8% | +20.6% |
| 1Y | +22.1% | +0.1% | +22.0% | +18.5% |
| 3Y | +77.5% | +28.3% | +49.2% | +50.3% |
| 5Y | +106.3% | +30.5% | +75.8% | +68.2% |
| All | +231.7% | +120.8% | +110.9% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling