+5,599.1%
CNQ vs MAS
+627.8%
+4,971.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.7% |
| 7D | -1.8% | +1.0% | -2.7% | -2.1% |
| 30D | +11.8% | -8.1% | +19.9% | +14.8% |
| 3M | +11.1% | +3.3% | +7.8% | +7.9% |
| 6M | +12.1% | +12.4% | -0.3% | +4.3% |
| YTD | +53.4% | +13.3% | +40.1% | +41.5% |
| 1Y | +71.4% | -4.7% | +76.1% | +67.4% |
| 3Y | +75.8% | +33.0% | +42.8% | +48.0% |
| 5Y | +286.0% | +33.9% | +252.1% | +215.1% |
| 10Y | +400.8% | +135.4% | +265.4% | +225.9% |
| All | +5,599.1% | +627.8% | +4,971.4% | +2,020.4% |
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 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