+760.1%
MAS vs CNI
+6,541.6%
-5,781.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | -2.1% | +1.3% | +0.6% |
| 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% | +0.2% |
| 1Y | +0.1% | +29.9% | -29.8% | -15.2% |
| 3Y | +28.3% | +15.9% | +12.4% | +15.3% |
| 5Y | +30.5% | +6.9% | +23.5% | +21.4% |
| 10Y | +139.1% | +126.8% | +12.4% | +33.6% |
| All | +760.1% | +6,541.6% | -5,781.5% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling