+222.1%
MAS vs CPB
-37.5%
+259.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.6% |
| 7D | +4.6% | +11.6% | -7.0% | +2.0% |
| 30D | +19.9% | +23.3% | -3.4% | +14.4% |
| 3M | +8.9% | +1.6% | +7.2% | +8.2% |
| 6M | +20.2% | +13.9% | +6.2% | +16.3% |
| YTD | +33.9% | -11.7% | +45.6% | +36.4% |
| 1Y | +34.7% | -18.2% | +52.9% | +39.3% |
| 3Y | +60.4% | -35.2% | +95.6% | +72.3% |
| 5Y | +43.5% | -30.5% | +74.0% | +50.5% |
| All | +222.1% | -37.5% | +259.6% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling