+119.1%
ALL vs MAS
+67.0%
+52.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | +2.3% |
| 7D | +7.5% | +14.2% | -6.6% | +6.1% |
| 30D | +19.7% | +26.8% | -7.1% | +16.9% |
| 3M | +2.9% | +13.1% | -10.2% | +1.5% |
| 6M | +23.5% | +27.9% | -4.4% | +19.8% |
| YTD | +31.1% | +38.7% | -7.5% | +25.2% |
| 1Y | +40.5% | +40.4% | +0.1% | +33.8% |
| All | +119.1% | +67.0% | +52.2% | +108.9% |
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