+39.1%
MAS vs CAKE
+170.5%
-131.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +1.2% | -3.8% | +5.0% | +2.4% |
| 30D | +21.6% | -5.2% | +26.8% | +23.7% |
| 3M | +14.1% | -9.2% | +23.3% | +17.2% |
| 6M | +22.6% | +76.6% | -54.0% | -0.8% |
| YTD | +35.4% | +113.6% | -78.1% | +2.0% |
| 1Y | +37.5% | +134.3% | -96.9% | +0.1% |
| 3Y | +58.3% | +271.2% | -212.9% | -4.8% |
| 5Y | +39.1% | +170.3% | -131.2% | -12.9% |
| All | +39.1% | +170.5% | -131.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling