+61.7%
MAS vs CPB
-35.1%
+96.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.7% |
| 7D | +4.6% | +11.6% | -7.0% | +1.2% |
| 30D | +19.9% | +23.3% | -3.4% | +12.8% |
| 3M | +8.9% | +1.6% | +7.2% | +7.8% |
| 6M | +20.2% | +13.9% | +6.2% | +14.9% |
| YTD | +33.9% | -11.7% | +45.6% | +36.9% |
| 1Y | +34.7% | -18.2% | +52.9% | +40.7% |
| All | +61.7% | -35.1% | +96.9% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling