+47.4%
MAS vs CAPR
+132.3%
-84.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.3% | -2.6% | +5.6% |
| 7D | +14.2% | +43.2% | -29.0% | +13.7% |
| 30D | +26.8% | +14.7% | +12.2% | +26.6% |
| 3M | +13.1% | +113.9% | -100.8% | +12.0% |
| 6M | +27.9% | -73.4% | +101.3% | +28.6% |
| YTD | +38.7% | -69.1% | +107.8% | +39.0% |
| 1Y | +40.4% | +47.2% | -6.8% | +34.8% |
| 3Y | +66.1% | +210.8% | -144.7% | +44.6% |
| 5Y | +47.4% | +134.1% | -86.7% | +25.9% |
| All | +47.4% | +132.3% | -84.9% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling