+157.1%
EQT vs MAS
+39.2%
+117.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -10.5% | +2.0% | -12.5% | -10.9% |
| 30D | -5.3% | +19.4% | -24.7% | -8.5% |
| 3M | -4.0% | +9.4% | -13.4% | -5.8% |
| 6M | -13.3% | +15.3% | -28.7% | -16.5% |
| YTD | -6.7% | +31.3% | -38.0% | -13.7% |
| 1Y | -11.2% | +34.9% | -46.0% | -18.4% |
| 3Y | +21.6% | +58.6% | -37.0% | +0.5% |
| All | +157.1% | +39.2% | +117.9% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling