+42.5%
MAS vs CAI
-11.3%
+53.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +1.2% | -8.0% | +9.1% | +1.9% |
| 30D | +21.6% | -18.9% | +40.5% | +23.5% |
| 3M | +14.1% | +7.6% | +6.5% | +12.3% |
| 6M | +22.6% | +43.0% | -20.3% | +16.4% |
| YTD | +35.4% | -11.2% | +46.6% | +32.6% |
| 1Y | +37.5% | -3.3% | +40.7% | +33.5% |
| All | +42.5% | -11.3% | +53.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling