+345.1%
CMI vs MAS
+214.9%
+130.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.1% |
| 7D | -10.0% | +2.4% | -12.4% | -11.3% |
| 30D | -13.0% | +19.8% | -32.8% | -21.2% |
| 3M | -29.9% | +9.8% | -39.7% | -33.8% |
| 6M | -36.7% | +15.8% | -52.5% | -42.5% |
| YTD | -10.9% | +31.8% | -42.7% | -25.4% |
| 1Y | -1.3% | +35.4% | -36.7% | -18.7% |
| 3Y | +117.4% | +59.2% | +58.2% | +60.3% |
| 5Y | +112.9% | +41.2% | +71.7% | +63.1% |
| All | +345.1% | +214.9% | +130.2% | +117.3% |
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