+723.6%
MAS vs CG
+283.8%
+439.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -1.0% |
| 7D | +4.6% | -1.5% | +6.1% | +5.2% |
| 30D | +19.9% | +2.8% | +17.1% | +18.7% |
| 3M | +8.9% | -19.2% | +28.1% | +17.8% |
| 6M | +20.2% | -21.0% | +41.1% | +30.7% |
| YTD | +33.9% | -31.0% | +64.9% | +51.8% |
| 1Y | +34.7% | -21.1% | +55.7% | +44.9% |
| 3Y | +60.4% | +48.8% | +11.6% | +30.8% |
| 5Y | +43.5% | -21.5% | +65.0% | +41.9% |
| 10Y | +226.7% | +298.1% | -71.4% | +81.0% |
| All | +723.6% | +283.8% | +439.8% | +343.4% |
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