+120.4%
C vs MAS
+48.4%
+72.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.5% |
| 7D | +1.1% | +14.2% | -13.1% | -4.1% |
| 30D | -2.4% | +26.8% | -29.2% | -11.3% |
| 3M | -8.4% | +13.1% | -21.5% | -13.1% |
| 6M | +0.3% | +27.9% | -27.6% | -10.3% |
| YTD | +9.1% | +38.7% | -29.6% | -7.1% |
| 1Y | +26.0% | +40.4% | -14.3% | +6.6% |
| 3Y | +221.2% | +66.1% | +155.1% | +146.9% |
| 5Y | +120.4% | +47.4% | +73.0% | +69.1% |
| All | +120.4% | +48.4% | +72.0% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling