+710.4%
B vs MAS
+1,727.7%
-1,017.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +7.7% |
| 7D | +1.1% | +14.2% | -13.1% | -0.2% |
| 30D | +0.3% | +26.8% | -26.5% | -2.0% |
| 3M | +5.4% | +13.1% | -7.7% | +4.1% |
| 6M | +5.5% | +27.9% | -22.4% | +2.9% |
| YTD | -6.3% | +38.7% | -45.0% | -9.5% |
| 1Y | +29.4% | +40.4% | -11.0% | +24.7% |
| 3Y | +160.3% | +66.1% | +94.2% | +145.4% |
| 5Y | +144.6% | +47.4% | +97.2% | +131.4% |
| 10Y | +169.3% | +238.3% | -69.0% | +133.9% |
| All | +710.4% | +1,727.7% | -1,017.3% | +521.6% |
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 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