+753.0%
MAS vs CG
+310.6%
+442.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.1% | +3.9% |
| 7D | +14.2% | +9.4% | +4.7% | +10.4% |
| 30D | +26.8% | +8.7% | +18.1% | +22.9% |
| 3M | +13.1% | -15.0% | +28.1% | +20.0% |
| 6M | +27.9% | -13.2% | +41.1% | +34.3% |
| YTD | +38.7% | -26.2% | +64.8% | +53.3% |
| 1Y | +40.4% | -14.1% | +54.5% | +46.3% |
| 3Y | +66.1% | +59.2% | +6.9% | +32.1% |
| 5Y | +47.4% | -14.8% | +62.2% | +41.4% |
| 10Y | +238.3% | +325.9% | -87.6% | +82.8% |
| All | +753.0% | +310.6% | +442.4% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling