+217.1%
MAS vs CPAY
+199.6%
+17.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -2.3% |
| 7D | +2.4% | +13.5% | -11.2% | -2.8% |
| 30D | +19.8% | +13.1% | +6.7% | +14.1% |
| 3M | +9.8% | +14.3% | -4.4% | +3.9% |
| 6M | +15.8% | +49.0% | -33.3% | -2.2% |
| YTD | +31.8% | +51.3% | -19.4% | +9.2% |
| 1Y | +35.4% | +63.7% | -28.3% | +8.4% |
| 3Y | +59.2% | +95.0% | -35.8% | +16.1% |
| 5Y | +41.2% | +86.0% | -44.7% | +2.9% |
| All | +217.1% | +199.6% | +17.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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