-4.9%
EQT vs MAS
+40.8%
-45.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.8% | -2.8% |
| 7D | -6.6% | +14.2% | -20.7% | -5.8% |
| 30D | +2.7% | +26.8% | -24.1% | +4.1% |
| 3M | -0.2% | +13.1% | -13.3% | +0.5% |
| 6M | -10.6% | +27.9% | -38.5% | -9.4% |
| YTD | -1.2% | +38.7% | -39.8% | -0.3% |
| 1Y | -4.9% | +40.4% | -45.2% | -3.8% |
| All | -4.9% | +40.8% | -45.6% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling