+19,478.9%
CMI vs MAS
+1,430.5%
+18,048.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.0% |
| 7D | -0.7% | -0.8% | 0.0% | -0.4% |
| 30D | -13.4% | -5.6% | -7.9% | -11.3% |
| 3M | -17.0% | +4.4% | -21.4% | -19.3% |
| 6M | -1.6% | +7.2% | -8.8% | -5.9% |
| YTD | +11.0% | +16.1% | -5.1% | +1.8% |
| 1Y | +41.9% | +0.1% | +41.8% | +38.6% |
| 3Y | +151.8% | +28.3% | +123.5% | +116.9% |
| 5Y | +163.6% | +30.5% | +133.1% | +120.5% |
| 10Y | +472.9% | +139.1% | +333.8% | +255.0% |
| All | +19,478.9% | +1,430.5% | +18,048.4% | +5,181.2% |
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