+3,716.0%
ALL vs MAS
+973.2%
+2,742.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -1.5% | -5.6% | +4.1% | +0.2% |
| 3M | +23.6% | +4.4% | +19.2% | +20.6% |
| 6M | +22.3% | +7.2% | +15.1% | +17.3% |
| YTD | +26.5% | +16.1% | +10.4% | +17.5% |
| 1Y | +27.0% | +0.1% | +26.9% | +23.7% |
| 3Y | +149.6% | +28.3% | +121.3% | +117.0% |
| 5Y | +118.1% | +30.5% | +87.6% | +84.1% |
| 10Y | +369.0% | +139.1% | +229.8% | +210.6% |
| All | +3,716.0% | +973.2% | +2,742.8% | +1,143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling