+35.4%
MAS vs CNI
+31.4%
+4.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +19.8% | +7.2% | +12.7% | +14.7% |
| 3M | +9.8% | -1.3% | +11.2% | +10.9% |
| 6M | +15.8% | +11.8% | +4.0% | +6.6% |
| YTD | +31.8% | +27.7% | +4.1% | +9.7% |
| 1Y | +35.4% | +33.5% | +1.9% | +9.8% |
| All | +35.4% | +31.4% | +4.0% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling