+731.2%
MAS vs CPAY
+1,565.5%
-834.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 1Y | +0.1% | +30.1% | -30.0% | -12.9% |
| 3Y | +28.3% | +52.6% | -24.3% | +2.0% |
| 5Y | +30.5% | +59.0% | -28.5% | -0.4% |
| 10Y | +139.1% | +148.4% | -9.3% | +38.9% |
| All | +731.2% | +1,565.5% | -834.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling