+33.9%
MAS vs CGNX
-26.5%
+60.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.0% | +3.6% | -2.6% | -0.1% |
| 30D | -8.1% | -6.8% | -1.3% | -6.3% |
| 3M | +3.3% | -0.1% | +3.4% | +2.4% |
| 6M | +12.4% | +26.2% | -13.7% | +3.0% |
| YTD | +13.3% | +73.7% | -60.4% | -9.2% |
| 1Y | -4.7% | +40.4% | -45.1% | -18.5% |
| 3Y | +33.0% | +46.1% | -13.1% | +5.4% |
| 5Y | +33.9% | -25.6% | +59.5% | +22.8% |
| All | +33.9% | -26.5% | +60.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling