+47.4%
MAS vs CPB
-32.4%
+79.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +4.1% |
| 7D | +14.2% | +13.0% | +1.2% | +10.6% |
| 30D | +26.8% | +20.5% | +6.3% | +20.9% |
| 3M | +13.1% | +2.2% | +10.9% | +12.0% |
| 6M | +27.9% | +15.4% | +12.5% | +22.9% |
| YTD | +38.7% | -12.3% | +51.0% | +41.6% |
| 1Y | +40.4% | -18.0% | +58.3% | +45.5% |
| 3Y | +66.1% | -35.7% | +101.8% | +79.2% |
| 5Y | +47.4% | -31.4% | +78.9% | +48.8% |
| All | +47.4% | -32.4% | +79.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling