+71.0%
CME vs MAS
+41.7%
+29.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | +3.7% | +4.6% | -0.9% | +3.5% |
| 30D | +13.7% | +19.9% | -6.2% | +13.1% |
| 3M | +16.6% | +8.9% | +7.7% | +16.3% |
| 6M | +8.2% | +20.2% | -12.0% | +7.3% |
| YTD | +16.3% | +33.9% | -17.5% | +14.5% |
| 1Y | +19.1% | +34.7% | -15.6% | +17.2% |
| 3Y | +67.4% | +60.4% | +7.0% | +56.1% |
| 5Y | +71.0% | +43.5% | +27.5% | +66.5% |
| All | +71.0% | +41.7% | +29.3% | +66.5% |
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