+290.2%
MAS vs CAPR
-99.1%
+389.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | -0.8% | -2.0% | +1.2% | -0.7% |
| 30D | -5.6% | +139.2% | -144.7% | -6.4% |
| 3M | +4.4% | -66.4% | +70.8% | +4.8% |
| 6M | +7.2% | -63.1% | +70.3% | +7.4% |
| YTD | +16.1% | -67.4% | +83.5% | +16.4% |
| 1Y | +0.1% | +58.2% | -58.2% | -3.0% |
| 3Y | +28.3% | +42.2% | -13.9% | +23.0% |
| 5Y | +30.5% | +87.3% | -56.8% | +24.2% |
| 10Y | +139.1% | -75.3% | +214.4% | +122.1% |
| All | +290.2% | -99.1% | +389.2% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling