+112.0%
CMI vs MAS
+39.2%
+72.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +1.2% |
| 7D | -10.0% | +2.0% | -12.0% | -11.0% |
| 30D | -13.0% | +19.4% | -32.4% | -20.2% |
| 3M | -29.9% | +9.4% | -39.3% | -33.2% |
| 6M | -36.7% | +15.3% | -52.0% | -41.7% |
| YTD | -10.9% | +31.3% | -42.2% | -24.0% |
| 1Y | -1.3% | +34.9% | -36.2% | -17.0% |
| 3Y | +117.4% | +58.6% | +58.8% | +66.1% |
| All | +112.0% | +39.2% | +72.9% | +65.9% |
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