+365.9%
MAS vs CAPR
-99.1%
+465.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.3% | -2.6% | +5.6% |
| 7D | +14.2% | +43.2% | -29.0% | +13.8% |
| 30D | +26.8% | +14.7% | +12.2% | +26.6% |
| 3M | +13.1% | +113.9% | -100.8% | +12.2% |
| 6M | +27.9% | -73.4% | +101.3% | +28.5% |
| YTD | +38.7% | -69.1% | +107.8% | +39.0% |
| 1Y | +40.4% | +47.2% | -6.8% | +36.1% |
| 3Y | +66.1% | +210.8% | -144.7% | +58.2% |
| 5Y | +47.4% | +134.1% | -86.7% | +40.1% |
| 10Y | +238.3% | -67.3% | +305.7% | +213.9% |
| All | +365.9% | -99.1% | +465.1% | +330.0% |
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