+35.3%
MAS vs CPAY
+59.0%
-23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.8% | +2.1% | -2.8% | -1.6% |
| 30D | -5.6% | +5.5% | -11.1% | -7.8% |
| 3M | +4.4% | +16.6% | -12.1% | -2.5% |
| 6M | +7.2% | +26.7% | -19.5% | -4.1% |
| YTD | +16.1% | +38.4% | -22.3% | -1.4% |
| 1Y | +0.1% | +30.1% | -30.0% | -12.9% |
| 3Y | +28.3% | +52.6% | -24.3% | +0.7% |
| All | +35.3% | +59.0% | -23.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling