+75.8%
CNQ vs MAS
+32.0%
+43.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.9% |
| 7D | -1.8% | +1.0% | -2.7% | -1.8% |
| 30D | +11.8% | -8.1% | +19.9% | +12.0% |
| 3M | +11.1% | +3.3% | +7.8% | +9.8% |
| 6M | +12.1% | +12.4% | -0.3% | +9.2% |
| YTD | +53.4% | +13.3% | +40.1% | +48.3% |
| 1Y | +71.4% | -4.7% | +76.1% | +71.7% |
| 3Y | +75.8% | +33.0% | +42.8% | +65.2% |
| All | +75.8% | +32.0% | +43.8% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling