+2,271.9%
D vs MAS
+1,430.5%
+841.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +1.5% | -0.8% | +2.2% | +1.6% |
| 30D | -2.6% | -5.6% | +3.0% | -1.8% |
| 3M | 0.0% | +4.4% | -4.4% | -1.0% |
| 6M | +7.4% | +7.2% | +0.2% | +5.6% |
| YTD | +15.9% | +16.1% | -0.2% | +12.4% |
| 1Y | +18.1% | +0.1% | +18.0% | +17.0% |
| 3Y | +58.4% | +28.3% | +30.1% | +49.9% |
| 5Y | +5.2% | +30.5% | -25.3% | -1.8% |
| 10Y | +35.9% | +139.1% | -103.3% | +14.7% |
| All | +2,271.9% | +1,430.5% | +841.4% | +1,414.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling