+1,620.6%
MAS vs CPB
+366.5%
+1,254.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 3M | +8.9% | +1.6% | +7.2% | +8.0% |
| 6M | +20.2% | +13.9% | +6.2% | +14.9% |
| YTD | +33.9% | -11.7% | +45.6% | +37.6% |
| 1Y | +34.7% | -18.2% | +52.9% | +41.4% |
| 3Y | +60.4% | -35.2% | +95.6% | +78.2% |
| 5Y | +43.5% | -30.5% | +74.0% | +53.5% |
| 10Y | +226.7% | -37.1% | +263.8% | +243.1% |
| All | +1,620.6% | +366.5% | +1,254.1% | +913.4% |
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