+1,392.2%
MAS vs CPB
+325.7%
+1,066.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.8% |
| 7D | -0.8% | -8.6% | +7.8% | +1.8% |
| 30D | -5.6% | -7.2% | +1.7% | -3.6% |
| 3M | +4.4% | +0.9% | +3.6% | +3.8% |
| 6M | +7.2% | -11.8% | +19.0% | +10.6% |
| YTD | +16.1% | -19.4% | +35.5% | +22.8% |
| 1Y | +0.1% | -30.4% | +30.5% | +10.5% |
| 3Y | +28.3% | -40.2% | +68.5% | +46.0% |
| 5Y | +30.5% | -39.5% | +70.0% | +45.6% |
| 10Y | +139.1% | -47.4% | +186.5% | +166.2% |
| All | +1,392.2% | +325.7% | +1,066.5% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling