+156.2%
ALL vs MAS
+41.7%
+114.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.2% |
| 7D | +4.2% | +4.6% | -0.3% | +3.3% |
| 30D | +18.9% | +19.9% | -0.9% | +14.7% |
| 3M | +1.2% | +8.9% | -7.7% | -0.6% |
| 6M | +23.2% | +20.2% | +3.1% | +17.7% |
| YTD | +30.0% | +33.9% | -3.9% | +20.2% |
| 1Y | +39.6% | +34.7% | +4.9% | +28.8% |
| 3Y | +115.2% | +60.4% | +54.9% | +82.2% |
| 5Y | +156.2% | +43.5% | +112.8% | +113.6% |
| All | +156.2% | +41.7% | +114.6% | +113.6% |
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