+5,327.2%
CNQ vs MAS
+785.0%
+4,542.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -2.6% |
| 7D | -10.4% | +3.3% | -13.7% | -11.7% |
| 30D | -3.2% | +25.5% | -28.7% | -10.9% |
| 3M | +6.5% | +11.8% | -5.3% | +1.6% |
| 6M | +10.0% | +21.3% | -11.3% | +0.3% |
| YTD | +46.0% | +37.7% | +8.3% | +25.2% |
| 1Y | +56.1% | +41.0% | +15.1% | +32.5% |
| 3Y | +69.3% | +63.0% | +6.3% | +32.6% |
| 5Y | +181.1% | +44.1% | +137.0% | +123.6% |
| 10Y | +389.9% | +224.3% | +165.6% | +184.4% |
| All | +5,327.2% | +785.0% | +4,542.2% | +1,776.9% |
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