+27.1%
MAS vs CRBG
+42.6%
-15.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | +3.0% | +6.6% | -3.6% | +1.0% |
| 30D | +22.4% | +7.1% | +15.3% | +20.4% |
| 3M | +14.5% | +6.7% | +7.7% | +12.3% |
| 6M | +27.1% | +39.7% | -12.5% | +16.3% |
| All | +27.1% | +42.6% | -15.4% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling