+222.8%
C vs MAS
+67.0%
+155.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.3% |
| 7D | +1.1% | +14.2% | -13.1% | -3.5% |
| 30D | -2.4% | +26.8% | -29.2% | -10.3% |
| 3M | -8.4% | +13.1% | -21.5% | -12.4% |
| 6M | +0.3% | +27.9% | -27.6% | -9.2% |
| YTD | +9.1% | +38.7% | -29.6% | -6.0% |
| 1Y | +26.0% | +40.4% | -14.3% | +7.8% |
| All | +222.8% | +67.0% | +155.9% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling