+122.0%
CMI vs MAS
+53.3%
+68.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.0% |
| 7D | -10.0% | +2.4% | -12.4% | -11.1% |
| 30D | -13.0% | +19.8% | -32.8% | -20.0% |
| 3M | -29.9% | +9.8% | -39.7% | -33.1% |
| 6M | -36.7% | +15.8% | -52.5% | -41.7% |
| YTD | -10.9% | +31.8% | -42.7% | -24.3% |
| 1Y | -1.3% | +35.4% | -36.7% | -17.3% |
| All | +122.0% | +53.3% | +68.7% | +72.0% |
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