+158.1%
CNC vs MAS
+215.9%
-57.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.2% |
| 30D | +7.3% | +19.8% | -12.5% | +1.2% |
| 3M | +8.6% | +9.8% | -1.2% | +5.2% |
| 6M | +26.0% | +15.8% | +10.3% | +18.9% |
| YTD | +69.5% | +31.8% | +37.7% | +50.9% |
| 1Y | +88.0% | +35.4% | +52.6% | +65.8% |
| 3Y | -2.9% | +59.2% | -62.1% | -22.3% |
| 5Y | -6.0% | +41.2% | -47.2% | -23.3% |
| All | +158.1% | +215.9% | -57.9% | +37.6% |
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 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