+503.0%
MA vs CPAY
+155.2%
+347.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.7% | -2.0% | +0.2% | -0.7% |
| 30D | +1.7% | -0.4% | +2.0% | +1.8% |
| 3M | +17.2% | +16.4% | +0.8% | +8.0% |
| 6M | +13.3% | +23.5% | -10.2% | +0.2% |
| YTD | +0.2% | +35.7% | -35.5% | -17.2% |
| 1Y | -2.7% | +30.2% | -32.9% | -18.2% |
| 3Y | +39.1% | +49.7% | -10.7% | +2.9% |
| 5Y | +68.8% | +56.6% | +12.2% | +18.8% |
| All | +503.0% | +155.2% | +347.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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