+39.4%
MAS vs CGNX
+32.3%
+7.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +3.0% | +4.7% | -1.7% | +2.3% |
| 30D | +22.4% | -12.7% | +35.1% | +24.2% |
| 3M | +14.5% | -18.7% | +33.2% | +17.0% |
| 6M | +27.1% | -21.2% | +48.3% | +30.2% |
| YTD | +35.8% | +39.6% | -3.8% | +26.3% |
| 1Y | +39.4% | +35.6% | +3.9% | +31.0% |
| All | +39.4% | +32.3% | +7.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling