-3.8%
MAS vs CGNX
+40.2%
-44.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -2.2% | +3.2% | -5.4% | -2.8% |
| 30D | -6.7% | -3.7% | -3.0% | -6.2% |
| 3M | -3.7% | +1.0% | -4.7% | -4.2% |
| 6M | +9.0% | +22.1% | -13.1% | +4.9% |
| YTD | +10.8% | +72.7% | -61.9% | -0.2% |
| 1Y | -3.8% | +40.4% | -44.2% | -10.9% |
| All | -3.8% | +40.2% | -44.0% | -10.9% |
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