-29.5%
DOW vs MAS
+39.2%
-68.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -9.5% | +2.0% | -11.5% | -10.3% |
| 30D | +13.1% | +19.4% | -6.3% | +5.6% |
| 3M | +4.8% | +9.4% | -4.6% | +0.7% |
| 6M | -16.7% | +15.3% | -32.0% | -23.4% |
| YTD | +38.9% | +31.3% | +7.6% | +17.5% |
| 1Y | +48.3% | +34.9% | +13.4% | +23.7% |
| 3Y | -24.4% | +58.6% | -82.9% | -41.2% |
| All | -29.5% | +39.2% | -68.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling