-17.7%
DOW vs MAS
+24.1%
-41.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -1.3% |
| 7D | -4.2% | +14.2% | -18.4% | +0.5% |
| 30D | +14.7% | +26.8% | -12.1% | +25.2% |
| 3M | +9.1% | +13.1% | -4.1% | +13.3% |
| 6M | -17.7% | +27.9% | -45.6% | -9.1% |
| All | -17.7% | +24.1% | -41.8% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling