+284.1%
CME vs MAS
+137.9%
+146.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +6.2% | -5.6% | +11.8% | +7.2% |
| 3M | +10.4% | +4.4% | +6.0% | +8.8% |
| 6M | -9.5% | +7.2% | -16.7% | -11.7% |
| YTD | +6.0% | +16.1% | -10.1% | +1.4% |
| 1Y | +9.3% | +0.1% | +9.2% | +7.6% |
| 3Y | +57.7% | +28.3% | +29.4% | +41.4% |
| 5Y | +77.7% | +30.5% | +47.2% | +55.2% |
| All | +284.1% | +137.9% | +146.2% | +165.3% |
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