+56.7%
MAS vs CRBG
+111.5%
-54.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.7% |
| 30D | -8.1% | +0.2% | -8.3% | -8.3% |
| 3M | +3.3% | +25.5% | -22.2% | -4.8% |
| 6M | +12.4% | +35.7% | -23.3% | +0.3% |
| YTD | +13.3% | +14.0% | -0.7% | +7.0% |
| 1Y | -4.7% | +3.9% | -8.6% | -7.4% |
| 3Y | +33.0% | +118.8% | -85.9% | -5.2% |
| All | +56.7% | +111.5% | -54.8% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling