+25.9%
MAS vs CRBG
+119.0%
-93.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -5.3% | -1.6% | -3.7% | -4.8% |
| 30D | -10.8% | +2.4% | -13.1% | -11.5% |
| 3M | -4.1% | +26.8% | -31.0% | -11.3% |
| 6M | +7.5% | +41.5% | -34.0% | -4.3% |
| YTD | +8.0% | +15.5% | -7.5% | +2.1% |
| 1Y | -5.8% | +6.6% | -12.4% | -9.1% |
| All | +25.9% | +119.0% | -93.1% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling