+15,562.4%
CMI vs MAS
+1,664.8%
+13,897.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.4% |
| 7D | -13.4% | +4.6% | -18.0% | -15.3% |
| 30D | -16.2% | +19.9% | -36.1% | -23.3% |
| 3M | -30.8% | +8.9% | -39.7% | -34.0% |
| 6M | -33.1% | +20.2% | -53.2% | -39.4% |
| YTD | -11.2% | +33.9% | -45.1% | -24.2% |
| 1Y | +3.6% | +34.7% | -31.0% | -11.9% |
| 3Y | +111.0% | +60.4% | +50.6% | +63.6% |
| 5Y | +112.2% | +43.5% | +68.7% | +69.1% |
| 10Y | +365.1% | +226.7% | +138.4% | +150.1% |
| All | +15,562.4% | +1,664.8% | +13,897.6% | +3,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling