+51.4%
MAS vs CRBG
+117.3%
-65.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -5.7% | +0.6% | -6.3% | -5.9% |
| 30D | -7.8% | +2.6% | -10.4% | -8.7% |
| 3M | -6.7% | +24.0% | -30.7% | -13.7% |
| 6M | +10.7% | +50.5% | -39.9% | -4.7% |
| YTD | +9.4% | +17.1% | -7.7% | +2.4% |
| 1Y | -7.2% | +5.9% | -13.1% | -10.4% |
| 3Y | +27.5% | +122.7% | -95.2% | -9.5% |
| All | +51.4% | +117.3% | -65.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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