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  • MAS vs CGNX✓SelectedUSD · CGNXMAS vs CGNX performance historyLatest closeAs of-2.19%09/09
Stock and ETF performance explorer

MAS vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+143.3%
CGNX return
+171.4%
Excess return
-28.1%
Maximum drawdown
-44.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
1D-2.2%-0.6%-1.6%-2.0%
7D-2.2%+3.2%-5.4%-3.2%
30D-6.7%-3.7%-3.0%-5.9%
3M-3.7%+1.0%-4.7%-4.9%
6M+9.0%+22.1%-13.1%+0.5%
YTD+10.8%+72.7%-61.9%-11.8%
1Y-3.8%+40.4%-44.2%-18.5%
3Y+30.0%+45.2%-15.2%+3.6%
5Y+28.2%-26.7%+54.8%+25.8%
10Y+143.3%+178.5%-35.2%+36.2%
All+143.3%+171.4%-28.1%+36.2%

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