+29.4%
B vs MAS
+40.8%
-11.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +6.6% |
| 7D | +1.1% | +14.2% | -13.1% | -2.7% |
| 30D | +0.3% | +26.8% | -26.5% | -6.6% |
| 3M | +5.4% | +13.1% | -7.7% | +1.4% |
| 6M | +5.5% | +27.9% | -22.4% | -2.5% |
| YTD | -6.3% | +38.7% | -45.0% | -17.5% |
| 1Y | +29.4% | +40.4% | -11.0% | +13.9% |
| All | +29.4% | +40.8% | -11.4% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling