+58.6%
MAS vs CNI
+18.4%
+40.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.7% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +19.4% | +7.2% | +12.2% | +14.4% |
| 3M | +9.4% | -1.3% | +10.7% | +10.4% |
| 6M | +15.3% | +11.8% | +3.5% | +7.1% |
| YTD | +31.3% | +27.7% | +3.6% | +11.9% |
| 1Y | +34.9% | +33.5% | +1.4% | +11.7% |
| 3Y | +58.6% | +19.3% | +39.3% | +38.3% |
| All | +58.6% | +18.4% | +40.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling