+35.3%
MAS vs CNI
+7.6%
+27.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | -2.1% | +1.3% | +0.5% |
| 30D | -5.6% | -3.3% | -2.3% | -3.6% |
| 3M | +4.4% | +3.8% | +0.6% | +1.9% |
| 6M | +7.2% | +12.7% | -5.5% | -0.7% |
| YTD | +16.1% | +26.3% | -10.2% | +0.3% |
| 1Y | +0.1% | +29.9% | -29.8% | -15.1% |
| 3Y | +28.3% | +15.9% | +12.4% | +14.8% |
| All | +35.3% | +7.6% | +27.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling