+57.7%
EQT vs MAS
+215.9%
-158.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | -0.7% | +23.6% | -24.2% | -7.8% |
| 3M | -2.8% | +12.4% | -15.2% | -7.0% |
| 6M | -6.1% | +21.9% | -27.9% | -13.9% |
| YTD | -0.5% | +36.1% | -36.6% | -13.9% |
| 1Y | -12.1% | +39.5% | -51.6% | -24.8% |
| 3Y | +40.4% | +59.1% | -18.7% | +7.5% |
| 5Y | +167.8% | +44.4% | +123.3% | +109.3% |
| All | +57.7% | +215.9% | -158.1% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling