+891.7%
MAS vs CNI
+6,746.3%
-5,854.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.3% |
| 7D | +4.6% | +2.0% | +2.6% | +3.4% |
| 30D | +19.9% | +6.8% | +13.1% | +15.2% |
| 3M | +8.9% | -0.3% | +9.2% | +9.2% |
| 6M | +20.2% | +16.3% | +3.9% | +9.3% |
| YTD | +33.9% | +30.2% | +3.7% | +13.5% |
| 1Y | +34.7% | +34.0% | +0.7% | +12.1% |
| 3Y | +60.4% | +21.2% | +39.2% | +40.5% |
| 5Y | +43.5% | +5.1% | +38.3% | +35.5% |
| 10Y | +226.7% | +145.9% | +80.8% | +73.9% |
| All | +891.7% | +6,746.3% | -5,854.6% | +19.5% |
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