+1,392.2%
MAS vs CGNX
+12,473.7%
-11,081.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | -0.8% | +3.0% | -3.7% | -1.3% |
| 30D | -5.6% | -11.8% | +6.3% | -3.3% |
| 3M | +4.4% | -3.6% | +8.1% | +4.7% |
| 6M | +7.2% | +17.4% | -10.2% | +3.0% |
| YTD | +16.1% | +73.7% | -57.6% | +1.5% |
| 1Y | +0.1% | +41.5% | -41.4% | -9.2% |
| 3Y | +28.3% | +34.1% | -5.8% | +15.3% |
| 5Y | +30.5% | -27.3% | +57.7% | +30.4% |
| 10Y | +139.1% | +166.6% | -27.5% | +81.8% |
| All | +1,392.2% | +12,473.7% | -11,081.5% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling