+65.0%
MAS vs CART
+41.0%
+24.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.1% | +5.5% |
| 7D | +14.2% | +1.4% | +12.8% | +14.0% |
| 30D | +26.8% | +29.7% | -2.9% | +24.1% |
| 3M | +13.1% | +29.7% | -16.6% | +10.7% |
| 6M | +27.9% | +36.8% | -8.9% | +24.5% |
| YTD | +38.7% | +31.7% | +7.0% | +35.3% |
| 1Y | +40.4% | +62.4% | -22.0% | +33.8% |
| 3Y | +66.1% | +120.1% | -54.0% | +45.4% |
| All | +65.0% | +41.0% | +24.0% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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