+18.8%
CI vs MAS
+37.4%
-18.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.9% |
| 7D | +1.0% | +4.6% | -3.5% | +0.5% |
| 30D | +9.9% | +19.9% | -10.0% | +7.8% |
| 3M | +12.1% | +8.9% | +3.2% | +10.7% |
| 6M | +10.6% | +20.2% | -9.5% | +8.1% |
| YTD | +11.4% | +33.9% | -22.5% | +2.7% |
| 1Y | +18.8% | +34.7% | -15.9% | +9.6% |
| All | +18.8% | +37.4% | -18.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling