+17.1%
CME vs MAS
+32.0%
-14.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.6% |
| 7D | +0.9% | +2.0% | -1.1% | +1.1% |
| 30D | +13.2% | +19.4% | -6.2% | +15.4% |
| 3M | +16.3% | +9.4% | +6.8% | +17.4% |
| 6M | +7.1% | +15.3% | -8.2% | +9.3% |
| YTD | +15.8% | +31.3% | -15.5% | +20.8% |
| 1Y | +17.1% | +34.9% | -17.8% | +22.2% |
| All | +17.1% | +32.0% | -14.9% | +22.2% |
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 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