+57.2%
CI vs MAS
+48.4%
+8.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +2.6% |
| 7D | +3.5% | +14.2% | -10.6% | +1.6% |
| 30D | +12.6% | +26.8% | -14.2% | +8.9% |
| 3M | +12.1% | +13.1% | -1.1% | +10.0% |
| 6M | +10.6% | +27.9% | -17.4% | +6.3% |
| YTD | +12.8% | +38.7% | -25.8% | +6.5% |
| 1Y | +18.0% | +40.4% | -22.4% | +11.2% |
| 3Y | +4.2% | +66.1% | -61.9% | -5.6% |
| 5Y | +57.2% | +47.4% | +9.8% | +42.2% |
| All | +57.2% | +48.4% | +8.8% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling