+840.0%
MAS vs CPAY
+1,720.6%
-880.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.7% |
| 7D | +2.0% | +13.5% | -11.6% | -3.4% |
| 30D | +19.4% | +13.1% | +6.3% | +13.3% |
| 3M | +9.4% | +14.3% | -4.9% | +3.2% |
| 6M | +15.3% | +49.0% | -33.7% | -3.5% |
| YTD | +31.3% | +51.3% | -19.9% | +7.6% |
| 1Y | +34.9% | +63.7% | -28.9% | +6.6% |
| 3Y | +58.6% | +95.0% | -36.4% | +13.5% |
| 5Y | +40.7% | +86.0% | -45.3% | +1.0% |
| 10Y | +220.4% | +203.3% | +17.1% | +70.6% |
| All | +840.0% | +1,720.6% | -880.6% | +99.6% |
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 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