+27.9%
MAS vs CG
-12.4%
+40.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.1% | +3.4% |
| 7D | +14.2% | +9.4% | +4.7% | +9.4% |
| 30D | +26.8% | +8.7% | +18.1% | +21.5% |
| 3M | +13.1% | -15.0% | +28.1% | +20.2% |
| 6M | +27.9% | -13.2% | +41.1% | +37.0% |
| All | +27.9% | -12.4% | +40.3% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling