+1,682.0%
MAS vs CP
+7,925.2%
-6,243.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.2% | +4.0% |
| 7D | +14.2% | +5.6% | +8.6% | +11.3% |
| 30D | +26.8% | +10.0% | +16.8% | +21.3% |
| 3M | +13.1% | +4.4% | +8.7% | +10.9% |
| 6M | +27.9% | +14.1% | +13.9% | +20.1% |
| YTD | +38.7% | +29.1% | +9.6% | +22.9% |
| 1Y | +40.4% | +34.6% | +5.8% | +22.0% |
| 3Y | +66.1% | +29.8% | +36.3% | +45.7% |
| 5Y | +47.4% | +28.7% | +18.7% | +28.3% |
| 10Y | +238.3% | +267.3% | -29.0% | +75.7% |
| All | +1,682.0% | +7,925.2% | -6,243.2% | +175.3% |
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