+222.1%
MAS vs CAPR
-69.9%
+292.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.1% | -3.4% |
| 7D | +4.6% | +29.7% | -25.2% | +4.2% |
| 30D | +19.9% | +11.0% | +8.9% | +19.7% |
| 3M | +8.9% | +118.8% | -109.9% | +7.5% |
| 6M | +20.2% | -73.9% | +94.1% | +21.0% |
| YTD | +33.9% | -70.2% | +104.1% | +34.4% |
| 1Y | +34.7% | +38.3% | -3.6% | +28.7% |
| 3Y | +60.4% | +199.7% | -139.3% | +47.8% |
| 5Y | +43.5% | +130.6% | -87.1% | +31.6% |
| All | +222.1% | -69.9% | +292.0% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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