-4.9%
DOW vs MAS
+139.6%
-144.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -9.5% | +2.0% | -11.5% | -10.6% |
| 30D | +13.1% | +19.4% | -6.3% | +3.2% |
| 3M | +4.8% | +9.4% | -4.6% | -0.7% |
| 6M | -16.7% | +15.3% | -32.0% | -25.4% |
| YTD | +38.9% | +31.3% | +7.6% | +12.6% |
| 1Y | +48.3% | +34.9% | +13.4% | +18.3% |
| 3Y | -24.4% | +58.6% | -82.9% | -45.9% |
| 5Y | -29.2% | +40.7% | -69.9% | -47.4% |
| All | -4.9% | +139.6% | -144.5% | -53.3% |
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