+114.3%
CMI vs MAS
+42.7%
+71.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | -9.3% | +3.6% | -12.9% | -10.8% |
| 30D | -13.2% | +23.8% | -37.0% | -21.6% |
| 3M | -28.2% | +14.4% | -42.6% | -32.9% |
| 6M | -32.7% | +19.7% | -52.5% | -39.1% |
| YTD | -10.1% | +36.0% | -46.1% | -24.5% |
| 1Y | -4.9% | +40.4% | -45.2% | -21.4% |
| 3Y | +120.4% | +58.9% | +61.4% | +68.3% |
| 5Y | +114.3% | +44.5% | +69.7% | +65.7% |
| All | +114.3% | +42.7% | +71.6% | +65.7% |
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