+222.1%
MAS vs CG
+292.8%
-70.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -0.8% |
| 7D | +4.6% | -1.5% | +6.1% | +5.2% |
| 30D | +19.9% | +2.8% | +17.1% | +18.6% |
| 3M | +8.9% | -19.2% | +28.1% | +18.4% |
| 6M | +20.2% | -21.0% | +41.1% | +31.4% |
| YTD | +33.9% | -31.0% | +64.9% | +53.2% |
| 1Y | +34.7% | -21.1% | +55.7% | +45.5% |
| 3Y | +60.4% | +48.8% | +11.6% | +27.4% |
| 5Y | +43.5% | -21.5% | +65.0% | +40.7% |
| All | +222.1% | +292.8% | -70.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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