-5.9%
CNC vs MAS
+39.2%
-45.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.6% |
| 7D | +1.9% | +2.0% | -0.1% | +1.6% |
| 30D | +7.3% | +19.4% | -12.1% | +4.1% |
| 3M | +8.6% | +9.4% | -0.8% | +6.9% |
| 6M | +26.0% | +15.3% | +10.7% | +22.4% |
| YTD | +69.5% | +31.3% | +38.2% | +59.4% |
| 1Y | +88.0% | +34.9% | +53.1% | +75.8% |
| 3Y | -2.9% | +58.6% | -61.5% | -13.0% |
| All | -5.9% | +39.2% | -45.0% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling