+259.9%
ALAB vs MAS
+20.2%
+239.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.1% | -6.2% |
| 7D | -24.9% | +14.2% | -39.0% | -28.5% |
| 30D | -38.4% | +26.8% | -65.2% | -43.8% |
| 3M | -38.3% | +13.1% | -51.4% | -41.3% |
| 6M | +10.9% | +27.9% | -17.0% | -0.2% |
| YTD | +34.2% | +38.7% | -4.5% | +13.9% |
| 1Y | +24.5% | +40.4% | -15.9% | +5.1% |
| All | +259.9% | +20.2% | +239.7% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling