+64.4%
CME vs MAS
+67.0%
-2.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.3% | +1.9% |
| 7D | +4.8% | +14.2% | -9.3% | +6.1% |
| 30D | +14.2% | +26.8% | -12.7% | +16.7% |
| 3M | +17.9% | +13.1% | +4.8% | +19.3% |
| 6M | +7.2% | +27.9% | -20.7% | +10.0% |
| YTD | +16.7% | +38.7% | -21.9% | +21.1% |
| 1Y | +19.6% | +40.4% | -20.8% | +24.3% |
| All | +64.4% | +67.0% | -2.6% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling