+7.2%
MAS vs CPAY
+24.2%
-17.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -0.8% | +2.1% | -2.8% | -1.1% |
| 30D | -5.6% | +5.5% | -11.1% | -6.5% |
| 3M | +4.4% | +16.6% | -12.1% | +1.3% |
| 6M | +7.2% | +26.7% | -19.5% | +2.3% |
| All | +7.2% | +24.2% | -17.0% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling