+61.5%
EFA vs MAS
+58.1%
+3.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | -1.2% | +19.4% | -20.6% | -5.3% |
| 3M | -5.1% | +9.4% | -14.5% | -7.3% |
| 6M | -1.2% | +15.3% | -16.6% | -5.3% |
| YTD | +7.8% | +31.3% | -23.5% | -0.8% |
| 1Y | +12.2% | +34.9% | -22.7% | +2.4% |
| 3Y | +61.5% | +58.6% | +2.9% | +38.5% |
| All | +61.5% | +58.1% | +3.4% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling