+47.4%
MAS vs CP
+26.7%
+20.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.2% | +3.6% |
| 7D | +14.2% | +5.6% | +8.6% | +10.6% |
| 30D | +26.8% | +10.0% | +16.8% | +19.9% |
| 3M | +13.1% | +4.4% | +8.7% | +10.3% |
| 6M | +27.9% | +14.1% | +13.9% | +18.3% |
| YTD | +38.7% | +29.1% | +9.6% | +19.5% |
| 1Y | +40.4% | +34.6% | +5.8% | +18.1% |
| 3Y | +66.1% | +29.8% | +36.3% | +40.6% |
| 5Y | +47.4% | +28.7% | +18.7% | +25.0% |
| All | +47.4% | +26.7% | +20.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling