+179.3%
CI vs MAS
+241.3%
-62.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +1.7% |
| 7D | +3.5% | +14.2% | -10.6% | -0.6% |
| 30D | +12.6% | +26.8% | -14.2% | +4.7% |
| 3M | +12.1% | +13.1% | -1.1% | +7.7% |
| 6M | +10.6% | +27.9% | -17.4% | +1.4% |
| YTD | +12.8% | +38.7% | -25.8% | -0.4% |
| 1Y | +18.0% | +40.4% | -22.4% | +3.7% |
| 3Y | +4.2% | +66.1% | -61.9% | -17.1% |
| 5Y | +57.2% | +47.4% | +9.8% | +27.7% |
| 10Y | +179.3% | +238.3% | -59.0% | +46.6% |
| All | +179.3% | +241.3% | -62.0% | +46.6% |
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