+215.9%
MAS vs CPB
-38.3%
+254.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +2.0% | +8.0% | -6.0% | +0.2% |
| 30D | +19.4% | +22.4% | -3.0% | +14.1% |
| 3M | +9.4% | +2.5% | +6.9% | +8.5% |
| 6M | +15.3% | +12.2% | +3.1% | +12.0% |
| YTD | +31.3% | -12.8% | +44.1% | +34.1% |
| 1Y | +34.9% | -19.2% | +54.0% | +39.9% |
| 3Y | +58.6% | -35.6% | +94.2% | +70.7% |
| 5Y | +40.7% | -31.4% | +72.1% | +48.0% |
| All | +215.9% | -38.3% | +254.2% | +235.8% |
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