+0.1%
MAS vs CNH
+29.2%
-29.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.3% | +0.3% |
| 7D | -0.8% | +23.3% | -24.0% | -8.7% |
| 30D | -5.6% | +33.5% | -39.0% | -16.2% |
| 3M | +4.4% | +32.7% | -28.3% | -7.3% |
| 6M | +7.2% | +22.2% | -15.0% | -1.5% |
| YTD | +16.1% | +57.7% | -41.6% | -4.8% |
| 1Y | +0.1% | +28.0% | -27.9% | -11.3% |
| All | +0.1% | +29.2% | -29.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling