+330.8%
CME vs MAS
+219.8%
+110.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.3% |
| 7D | +3.7% | +4.6% | -0.9% | +2.8% |
| 30D | +13.7% | +19.9% | -6.2% | +10.1% |
| 3M | +16.6% | +8.9% | +7.7% | +14.6% |
| 6M | +8.2% | +20.2% | -12.0% | +3.7% |
| YTD | +16.3% | +33.9% | -17.5% | +8.3% |
| 1Y | +19.1% | +34.7% | -15.6% | +10.6% |
| 3Y | +67.4% | +60.4% | +7.0% | +42.6% |
| 5Y | +71.0% | +43.5% | +27.5% | +47.7% |
| All | +330.8% | +219.8% | +110.9% | +174.4% |
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 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