+54.5%
CI vs MAS
+41.7%
+12.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.8% |
| 7D | +1.0% | +4.6% | -3.5% | +0.4% |
| 30D | +9.9% | +19.9% | -10.0% | +7.1% |
| 3M | +12.1% | +8.9% | +3.2% | +10.6% |
| 6M | +10.6% | +20.2% | -9.5% | +7.3% |
| YTD | +11.4% | +33.9% | -22.5% | +5.7% |
| 1Y | +18.8% | +34.7% | -15.9% | +12.6% |
| 3Y | +2.9% | +60.4% | -57.5% | -6.3% |
| 5Y | +54.5% | +43.5% | +11.1% | +40.4% |
| All | +54.5% | +41.7% | +12.8% | +40.4% |
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