+109.4%
C vs MAS
+41.7%
+67.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -3.7% |
| 7D | -5.3% | +4.6% | -9.8% | -6.9% |
| 30D | -7.3% | +19.9% | -27.2% | -13.8% |
| 3M | -13.5% | +8.9% | -22.4% | -16.6% |
| 6M | -6.5% | +20.2% | -26.6% | -14.2% |
| YTD | +3.6% | +33.9% | -30.3% | -10.6% |
| 1Y | +18.9% | +34.7% | -15.8% | +2.2% |
| 3Y | +205.0% | +60.4% | +144.6% | +137.8% |
| 5Y | +109.4% | +43.5% | +65.9% | +62.4% |
| All | +109.4% | +41.7% | +67.7% | +62.4% |
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