+3,855.5%
ALL vs MAS
+1,181.6%
+2,673.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | +1.0% |
| 7D | +7.5% | +14.2% | -6.6% | +2.9% |
| 30D | +19.7% | +26.8% | -7.1% | +10.6% |
| 3M | +2.9% | +13.1% | -10.2% | -1.6% |
| 6M | +23.5% | +27.9% | -4.4% | +12.2% |
| YTD | +31.1% | +38.7% | -7.5% | +14.7% |
| 1Y | +40.5% | +40.4% | +0.1% | +22.2% |
| 3Y | +117.1% | +66.1% | +51.0% | +73.1% |
| 5Y | +158.6% | +47.4% | +111.2% | +110.0% |
| 10Y | +402.4% | +238.3% | +164.0% | +197.0% |
| All | +3,855.5% | +1,181.6% | +2,673.8% | +1,113.8% |
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