+69.5%
CNQ vs MAS
-6.0%
+75.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.3% |
| 7D | -0.9% | -2.2% | +1.3% | -1.4% |
| 30D | +8.7% | -6.7% | +15.4% | +6.8% |
| 3M | +15.8% | -3.7% | +19.5% | +14.8% |
| 6M | +13.3% | +9.0% | +4.3% | +15.4% |
| YTD | +54.7% | +10.8% | +43.9% | +56.6% |
| 1Y | +69.5% | -3.8% | +73.3% | +68.6% |
| All | +69.5% | -6.0% | +75.5% | +68.6% |
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