+210.3%
MAS vs CAKE
+146.9%
+63.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.7% |
| 7D | +2.4% | -5.2% | +7.6% | +3.7% |
| 30D | +19.8% | -0.2% | +20.1% | +19.9% |
| 3M | +9.8% | -0.2% | +10.1% | +9.5% |
| 6M | +15.8% | +77.5% | -61.7% | -0.7% |
| YTD | +31.8% | +114.1% | -82.3% | +7.7% |
| 1Y | +35.4% | +131.6% | -96.2% | +8.4% |
| 3Y | +59.2% | +271.4% | -212.2% | +12.4% |
| 5Y | +41.2% | +157.5% | -116.3% | +5.0% |
| All | +210.3% | +146.9% | +63.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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