+135.4%
MAS vs CNI
+127.4%
+8.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | +1.0% | +2.5% | -1.5% | -0.5% |
| 30D | -8.1% | -2.5% | -5.6% | -6.7% |
| 3M | +3.3% | +2.7% | +0.6% | +1.5% |
| 6M | +12.4% | +16.9% | -4.5% | +2.1% |
| YTD | +13.3% | +26.3% | -13.0% | -1.7% |
| 1Y | -4.7% | +31.1% | -35.8% | -19.3% |
| 3Y | +33.0% | +21.1% | +11.9% | +16.8% |
| 5Y | +33.9% | +11.0% | +22.9% | +22.0% |
| 10Y | +135.4% | +128.1% | +7.2% | +34.5% |
| All | +135.4% | +127.4% | +8.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling