+1,032.7%
CDNS vs MAS
+137.9%
+894.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.8% |
| 7D | -14.0% | -0.8% | -13.3% | -13.7% |
| 30D | -13.2% | -5.6% | -7.6% | -11.0% |
| 3M | -28.9% | +4.4% | -33.3% | -31.1% |
| 6M | -4.2% | +7.2% | -11.4% | -9.2% |
| YTD | -6.4% | +16.1% | -22.5% | -15.1% |
| 1Y | -16.2% | +0.1% | -16.3% | -18.7% |
| 3Y | +20.2% | +28.3% | -8.1% | -0.5% |
| 5Y | +76.6% | +30.5% | +46.2% | +42.3% |
| All | +1,032.7% | +137.9% | +894.8% | +571.1% |
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