+369.9%
EFA vs MAS
+528.2%
-158.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -1.7% |
| 7D | -1.6% | +4.6% | -6.1% | -3.1% |
| 30D | -1.5% | +19.9% | -21.3% | -7.4% |
| 3M | -4.4% | +8.9% | -13.3% | -7.4% |
| 6M | +2.2% | +20.2% | -17.9% | -4.8% |
| YTD | +8.6% | +33.9% | -25.2% | -3.3% |
| 1Y | +12.8% | +34.7% | -21.9% | +0.1% |
| 3Y | +62.0% | +60.4% | +1.6% | +32.6% |
| 5Y | +46.9% | +43.5% | +3.5% | +22.3% |
| 10Y | +143.7% | +226.7% | -82.9% | +47.5% |
| All | +369.9% | +528.2% | -158.3% | +70.2% |
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