+217.0%
MAS vs CGNX
+107.4%
+109.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -1.8% | -2.5% | +0.7% | -1.2% |
| 30D | +23.6% | -16.3% | +39.9% | +29.7% |
| 3M | +12.4% | -17.7% | +30.1% | +17.7% |
| 6M | +21.9% | -22.9% | +44.8% | +29.3% |
| YTD | +36.1% | +44.4% | -8.2% | +13.2% |
| 1Y | +39.5% | +35.6% | +3.9% | +18.3% |
| 3Y | +59.1% | +45.4% | +13.7% | +23.9% |
| 5Y | +44.4% | -33.4% | +77.8% | +45.0% |
| 10Y | +217.0% | +101.8% | +115.2% | +109.1% |
| All | +217.0% | +107.4% | +109.6% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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