+217.1%
MAS vs CNI
+139.1%
+77.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +19.8% | +7.2% | +12.7% | +15.1% |
| 3M | +9.8% | -1.3% | +11.2% | +10.8% |
| 6M | +15.8% | +11.8% | +4.0% | +8.2% |
| YTD | +31.8% | +27.7% | +4.1% | +13.7% |
| 1Y | +35.4% | +33.5% | +1.9% | +13.7% |
| 3Y | +59.2% | +19.3% | +39.9% | +41.3% |
| 5Y | +41.2% | +3.1% | +38.1% | +34.7% |
| All | +217.1% | +139.1% | +77.9% | +85.3% |
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