+15.3%
MAS vs CAKE
+73.0%
-57.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -1.6% |
| 7D | +2.0% | -5.2% | +7.2% | +2.5% |
| 30D | +19.4% | -0.2% | +19.6% | +19.7% |
| 3M | +9.4% | -0.2% | +9.7% | +10.0% |
| 6M | +15.3% | +77.5% | -62.1% | +4.3% |
| All | +15.3% | +73.0% | -57.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling