+172.5%
CNC vs MAS
+214.3%
-41.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.3% | +1.2% | -6.4% | -5.7% |
| 30D | +2.0% | +21.6% | -19.6% | -4.2% |
| 3M | +4.8% | +14.1% | -9.3% | +0.2% |
| 6M | +18.5% | +22.6% | -4.1% | +9.6% |
| YTD | +70.8% | +35.4% | +35.3% | +50.7% |
| 1Y | +94.1% | +37.5% | +56.6% | +70.2% |
| 3Y | -2.2% | +58.3% | -60.5% | -21.4% |
| 5Y | -7.4% | +39.1% | -46.5% | -23.4% |
| All | +172.5% | +214.3% | -41.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling