+614.3%
MAS vs CG
+351.2%
+263.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | -0.8% | -4.3% | +3.6% | +0.9% |
| 30D | -5.6% | -5.1% | -0.5% | -3.9% |
| 3M | +4.4% | +8.7% | -4.2% | +1.0% |
| 6M | +7.2% | -9.2% | +16.4% | +10.4% |
| YTD | +16.1% | -18.9% | +35.0% | +23.9% |
| 1Y | +0.1% | -25.6% | +25.7% | +9.8% |
| 3Y | +28.3% | +57.3% | -29.0% | +2.4% |
| 5Y | +30.5% | +10.2% | +20.3% | +13.8% |
| 10Y | +139.1% | +364.2% | -225.1% | +24.9% |
| All | +614.3% | +351.2% | +263.1% | +261.9% |
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