+5,423.2%
CNQ vs MAS
+774.6%
+4,648.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | -3.2% | +23.6% | -26.8% | -10.4% |
| 3M | +3.6% | +12.4% | -8.8% | -1.3% |
| 6M | +10.3% | +21.9% | -11.5% | +0.4% |
| YTD | +48.6% | +36.1% | +12.5% | +28.0% |
| 1Y | +55.3% | +39.5% | +15.8% | +32.3% |
| 3Y | +69.6% | +59.1% | +10.4% | +33.9% |
| 5Y | +198.8% | +44.4% | +154.4% | +137.4% |
| 10Y | +407.2% | +217.0% | +190.3% | +196.8% |
| All | +5,423.2% | +774.6% | +4,648.7% | +1,817.6% |
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 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