+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 all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -3.6% | -5.6% | +2.0% | -2.8% |
| 3M | -1.0% | +4.4% | -5.4% | -2.0% |
| 6M | +6.3% | +7.2% | -0.9% | +4.5% |
| YTD | +14.7% | +16.1% | -1.4% | +11.3% |
| 1Y | +16.9% | +0.1% | +16.8% | +15.9% |
| 3Y | +56.8% | +28.3% | +28.5% | +48.4% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling