+1,392.2%
MAS vs CP
+7,669.4%
-6,277.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | +0.5% |
| 30D | -5.6% | +0.2% | -5.7% | -5.6% |
| 3M | +4.4% | +2.6% | +1.9% | +3.1% |
| 6M | +7.2% | +6.0% | +1.2% | +4.3% |
| YTD | +16.1% | +24.9% | -8.8% | +4.4% |
| 1Y | +0.1% | +20.1% | -20.0% | -8.3% |
| 3Y | +28.3% | +16.4% | +11.9% | +18.4% |
| 5Y | +30.5% | +31.7% | -1.3% | +12.1% |
| 10Y | +139.1% | +223.9% | -84.7% | +31.3% |
| All | +1,392.2% | +7,669.4% | -6,277.2% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling