+222.1%
MAS vs CP
+259.9%
-37.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.1% |
| 7D | +4.6% | +6.1% | -1.5% | +1.3% |
| 30D | +19.9% | +9.8% | +10.1% | +13.9% |
| 3M | +8.9% | +2.7% | +6.1% | +7.3% |
| 6M | +20.2% | +12.8% | +7.4% | +12.3% |
| YTD | +33.9% | +28.2% | +5.7% | +16.7% |
| 1Y | +34.7% | +34.1% | +0.5% | +14.5% |
| 3Y | +60.4% | +28.9% | +31.5% | +37.8% |
| 5Y | +43.5% | +27.1% | +16.4% | +22.3% |
| All | +222.1% | +259.9% | -37.8% | +64.9% |
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