+47.4%
DOW vs MAS
+37.4%
+10.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.5% |
| 7D | -4.9% | +4.6% | -9.4% | -4.4% |
| 30D | +13.6% | +19.9% | -6.3% | +15.6% |
| 3M | +9.0% | +8.9% | +0.1% | +10.0% |
| 6M | -19.9% | +20.2% | -40.1% | -19.6% |
| YTD | +41.4% | +33.9% | +7.5% | +33.8% |
| 1Y | +47.4% | +34.7% | +12.7% | +37.5% |
| All | +47.4% | +37.4% | +10.0% | +37.5% |
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