+5,074.7%
CNC vs MAS
+586.9%
+4,487.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.4% |
| 7D | +8.1% | +4.6% | +3.5% | +6.7% |
| 30D | +14.8% | +19.9% | -5.1% | +8.7% |
| 3M | +10.7% | +8.9% | +1.8% | +7.7% |
| 6M | +40.0% | +20.2% | +19.8% | +31.2% |
| YTD | +80.2% | +33.9% | +46.4% | +61.9% |
| 1Y | +101.3% | +34.7% | +66.7% | +80.4% |
| 3Y | +7.0% | +60.4% | -53.4% | -11.2% |
| 5Y | 0.0% | +43.5% | -43.5% | -16.4% |
| 10Y | +140.8% | +226.7% | -85.9% | +52.5% |
| All | +5,074.7% | +586.9% | +4,487.8% | +2,103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling