+146.9%
MAS vs CLBK
+63.3%
+83.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.6% | +2.9% | +0.7% | +2.5% |
| 30D | +23.8% | +5.4% | +18.4% | +21.5% |
| 3M | +14.4% | +5.8% | +8.7% | +11.7% |
| 6M | +19.7% | +28.9% | -9.2% | +8.2% |
| YTD | +36.0% | +61.8% | -25.9% | +12.3% |
| 1Y | +40.4% | +63.1% | -22.7% | +15.5% |
| 3Y | +58.9% | +55.3% | +3.6% | +29.9% |
| 5Y | +44.5% | +28.0% | +16.6% | +21.7% |
| All | +146.9% | +63.3% | +83.6% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling