+1,640.6%
MAS vs CGNX
+10,154.9%
-8,514.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +1.2% | +6.9% | -5.7% | -0.2% |
| 30D | +21.6% | -15.4% | +37.0% | +25.2% |
| 3M | +14.1% | -16.2% | +30.3% | +17.1% |
| 6M | +22.6% | -22.5% | +45.1% | +27.4% |
| YTD | +35.4% | +41.7% | -6.3% | +22.5% |
| 1Y | +37.5% | +33.8% | +3.6% | +25.6% |
| 3Y | +58.3% | +42.7% | +15.6% | +39.5% |
| 5Y | +39.1% | -36.8% | +75.9% | +42.5% |
| 10Y | +215.4% | +98.1% | +117.3% | +152.2% |
| All | +1,640.6% | +10,154.9% | -8,514.3% | +692.3% |
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