-3.1%
DOW vs MAS
+144.3%
-147.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.5% |
| 7D | -4.9% | +4.6% | -9.4% | -7.2% |
| 30D | +13.6% | +19.9% | -6.3% | +3.4% |
| 3M | +9.0% | +8.9% | +0.1% | +3.5% |
| 6M | -19.9% | +20.2% | -40.1% | -29.9% |
| YTD | +41.4% | +33.9% | +7.5% | +13.6% |
| 1Y | +47.4% | +34.7% | +12.7% | +18.0% |
| 3Y | -23.6% | +60.4% | -83.9% | -45.6% |
| 5Y | -27.9% | +43.5% | -71.4% | -46.9% |
| All | -3.1% | +144.3% | -147.4% | -52.8% |
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