+21.7%
D vs MAS
+37.4%
-15.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.4% |
| 7D | +6.9% | +4.6% | +2.4% | +6.3% |
| 30D | +12.3% | +19.9% | -7.6% | +9.7% |
| 3M | +3.0% | +8.9% | -5.9% | +1.7% |
| 6M | +12.8% | +20.2% | -7.4% | +9.7% |
| YTD | +22.6% | +33.9% | -11.3% | +16.8% |
| 1Y | +21.7% | +34.7% | -13.0% | +16.2% |
| All | +21.7% | +37.4% | -15.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling