+6,781.2%
CME vs MAS
+617.5%
+6,163.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +6.2% | -5.6% | +11.8% | +8.0% |
| 3M | +10.4% | +4.4% | +6.0% | +7.6% |
| 6M | -9.5% | +7.2% | -16.7% | -13.5% |
| YTD | +6.0% | +16.1% | -10.1% | -1.9% |
| 1Y | +9.3% | +0.1% | +9.2% | +5.8% |
| 3Y | +57.7% | +28.3% | +29.4% | +34.0% |
| 5Y | +77.7% | +30.5% | +47.2% | +45.2% |
| 10Y | +281.2% | +139.1% | +142.1% | +134.6% |
| All | +6,781.2% | +617.5% | +6,163.7% | +2,200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling