+110.5%
CNC vs MAS
+40.8%
+69.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.6% | +7.0% | +11.9% |
| 7D | +13.4% | +14.2% | -0.8% | +11.7% |
| 30D | +18.2% | +26.8% | -8.6% | +15.4% |
| 3M | +18.6% | +13.1% | +5.5% | +16.9% |
| 6M | +41.9% | +27.9% | +14.0% | +38.8% |
| YTD | +84.7% | +38.7% | +46.1% | +72.5% |
| 1Y | +110.5% | +40.4% | +70.1% | +95.6% |
| All | +110.5% | +40.8% | +69.7% | +95.6% |
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