+400.4%
ALAB vs MAS
+0.7%
+399.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.1% |
| 7D | +7.2% | -0.8% | +8.0% | +7.6% |
| 30D | -2.5% | -5.6% | +3.0% | -0.5% |
| 3M | -13.3% | +4.4% | -17.8% | -15.4% |
| 6M | +172.8% | +7.2% | +165.6% | +159.7% |
| YTD | +86.6% | +16.1% | +70.5% | +69.9% |
| 1Y | +65.2% | +0.1% | +65.1% | +61.6% |
| All | +400.4% | +0.7% | +399.7% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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