+39.8%
MAS vs CPAY
+92.6%
-52.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.8% | +10.4% | -12.2% | -6.1% |
| 30D | +23.6% | +16.2% | +7.4% | +15.8% |
| 3M | +12.4% | +13.7% | -1.3% | +6.2% |
| 6M | +21.9% | +35.2% | -13.4% | +6.2% |
| YTD | +36.1% | +53.5% | -17.4% | +9.7% |
| 1Y | +39.5% | +58.9% | -19.4% | +10.4% |
| 3Y | +59.1% | +99.8% | -40.7% | +7.3% |
| All | +39.8% | +92.6% | -52.8% | -8.6% |
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