+1,124.2%
CDNS vs MAS
+219.8%
+904.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.0% | -4.0% |
| 7D | -9.1% | +4.6% | -13.7% | -10.9% |
| 30D | -13.4% | +19.9% | -33.3% | -20.5% |
| 3M | -7.6% | +8.9% | -16.5% | -11.6% |
| 6M | -11.9% | +20.2% | -32.1% | -20.4% |
| YTD | -0.4% | +33.9% | -34.3% | -15.8% |
| 1Y | -4.9% | +34.7% | -39.6% | -20.0% |
| 3Y | +24.8% | +60.4% | -35.6% | -7.6% |
| 5Y | +75.0% | +43.5% | +31.5% | +34.7% |
| All | +1,124.2% | +219.8% | +904.3% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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