+134.0%
CNC vs MAS
+1.6%
+132.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +0.1% | -5.6% | +5.6% | +0.4% |
| 3M | +6.9% | +4.4% | +2.5% | +6.9% |
| 6M | +49.0% | +7.2% | +41.8% | +48.2% |
| YTD | +62.9% | +16.1% | +46.8% | +59.5% |
| 1Y | +134.0% | +0.1% | +133.9% | +135.1% |
| All | +134.0% | +1.6% | +132.4% | +135.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling