+238.3%
MAS vs CP
+265.2%
-26.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.2% | +3.7% |
| 7D | +14.2% | +5.6% | +8.6% | +10.8% |
| 30D | +26.8% | +10.0% | +16.8% | +20.3% |
| 3M | +13.1% | +4.4% | +8.7% | +10.5% |
| 6M | +27.9% | +14.1% | +13.9% | +18.8% |
| YTD | +38.7% | +29.1% | +9.6% | +20.4% |
| 1Y | +40.4% | +34.6% | +5.8% | +19.1% |
| 3Y | +66.1% | +29.8% | +36.3% | +42.1% |
| 5Y | +47.4% | +28.7% | +18.7% | +24.8% |
| 10Y | +238.3% | +267.3% | -29.0% | +71.6% |
| All | +238.3% | +265.2% | -26.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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