+44.4%
MAS vs CNI
+8.0%
+36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.1% |
| 30D | +23.6% | +7.6% | +15.9% | +18.1% |
| 3M | +12.4% | +1.6% | +10.9% | +11.4% |
| 6M | +21.9% | +16.6% | +5.3% | +10.3% |
| YTD | +36.1% | +31.3% | +4.9% | +14.2% |
| 1Y | +39.5% | +35.2% | +4.3% | +14.8% |
| 3Y | +59.1% | +21.5% | +37.7% | +37.8% |
| 5Y | +44.4% | +8.5% | +36.0% | +30.0% |
| All | +44.4% | +8.0% | +36.4% | +30.0% |
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