-0.9%
DOW vs MAS
+153.0%
-153.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -5.9% |
| 7D | -4.2% | +14.2% | -18.4% | -10.5% |
| 30D | +14.7% | +26.8% | -12.1% | +1.6% |
| 3M | +9.1% | +13.1% | -4.1% | +1.6% |
| 6M | -17.7% | +27.9% | -45.6% | -30.2% |
| YTD | +44.6% | +38.7% | +6.0% | +14.2% |
| 1Y | +51.9% | +40.4% | +11.5% | +19.1% |
| 3Y | -21.8% | +66.1% | -87.9% | -45.3% |
| 5Y | -24.8% | +47.4% | -72.2% | -45.3% |
| All | -0.9% | +153.0% | -153.9% | -52.6% |
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