+59.3%
MAS vs CART
+37.6%
+21.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.3% |
| 7D | +4.6% | +1.2% | +3.4% | +4.5% |
| 30D | +19.9% | +27.1% | -7.2% | +17.5% |
| 3M | +8.9% | +27.4% | -18.5% | +6.7% |
| 6M | +20.2% | +32.1% | -12.0% | +17.3% |
| YTD | +33.9% | +28.5% | +5.4% | +30.9% |
| 1Y | +34.7% | +58.8% | -24.1% | +28.5% |
| 3Y | +60.4% | +114.8% | -54.4% | +40.6% |
| All | +59.3% | +37.6% | +21.7% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling