+45.8%
D vs MAS
+241.3%
-195.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.6% | -1.2% | +2.9% |
| 7D | +8.5% | +14.2% | -5.7% | +4.7% |
| 30D | +14.3% | +26.8% | -12.5% | +7.3% |
| 3M | +1.8% | +13.1% | -11.3% | -1.7% |
| 6M | +13.0% | +27.9% | -14.9% | +4.9% |
| YTD | +22.7% | +38.7% | -15.9% | +10.5% |
| 1Y | +22.6% | +40.4% | -17.8% | +9.8% |
| 3Y | +84.2% | +66.1% | +18.1% | +53.5% |
| 5Y | +15.8% | +47.4% | -31.6% | -2.0% |
| 10Y | +45.8% | +238.3% | -192.5% | -3.3% |
| All | +45.8% | +241.3% | -195.5% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling