-5.7%
CMI vs MAS
+34.7%
-40.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.8% |
| 7D | -10.0% | +2.4% | -12.4% | -10.7% |
| 30D | -13.0% | +19.8% | -32.8% | -18.2% |
| 3M | -29.9% | +9.8% | -39.7% | -32.1% |
| 6M | -36.7% | +15.8% | -52.5% | -40.4% |
| YTD | -10.9% | +31.8% | -42.7% | -23.9% |
| All | -5.7% | +34.7% | -40.5% | -21.1% |
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