+0.1%
DOW vs MAS
+147.7%
-147.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +5.2% | +3.0% | +2.2% | +3.6% |
| 30D | +13.2% | +22.4% | -9.2% | +1.9% |
| 3M | +10.1% | +14.5% | -4.4% | +2.0% |
| 6M | -13.1% | +27.1% | -40.2% | -26.1% |
| YTD | +46.1% | +35.8% | +10.4% | +16.5% |
| 1Y | +50.0% | +39.4% | +10.6% | +17.7% |
| 3Y | -20.2% | +60.3% | -80.5% | -43.2% |
| 5Y | -27.7% | +39.4% | -67.1% | -45.5% |
| All | +0.1% | +147.7% | -147.6% | -51.7% |
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