-10.8%
DOW vs MAS
+111.8%
-122.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +0.4% | -5.6% | +5.9% | +2.9% |
| 3M | -14.4% | +4.4% | -18.8% | -18.8% |
| 6M | -7.0% | +7.2% | -14.2% | -15.2% |
| YTD | +30.2% | +16.1% | +14.1% | +13.0% |
| 1Y | +29.2% | +0.1% | +29.1% | +22.6% |
| 3Y | -36.7% | +28.3% | -65.0% | -49.2% |
| 5Y | -37.7% | +30.5% | -68.2% | -52.4% |
| All | -10.8% | +111.8% | -122.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling