+35.3%
MAS vs CLBK
+42.8%
-7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -5.6% | +9.1% | -14.7% | -8.3% |
| 3M | +4.4% | +27.7% | -23.2% | -3.9% |
| 6M | +7.2% | +40.8% | -33.6% | -4.4% |
| YTD | +16.1% | +66.4% | -50.3% | -2.1% |
| 1Y | +0.1% | +72.4% | -72.3% | -16.8% |
| 3Y | +28.3% | +50.7% | -22.4% | +8.8% |
| All | +35.3% | +42.8% | -7.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling