+181.1%
CNQ vs MAS
+47.3%
+133.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.5% |
| 7D | -10.4% | +3.3% | -13.7% | -10.8% |
| 30D | -3.2% | +25.5% | -28.7% | -6.0% |
| 3M | +6.5% | +11.8% | -5.3% | +4.9% |
| 6M | +10.0% | +21.3% | -11.3% | +6.1% |
| YTD | +46.0% | +37.7% | +8.3% | +35.9% |
| 1Y | +56.1% | +41.0% | +15.1% | +44.2% |
| 3Y | +69.3% | +63.0% | +6.3% | +47.0% |
| 5Y | +181.1% | +44.1% | +137.0% | +147.6% |
| All | +181.1% | +47.3% | +133.8% | +147.6% |
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 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