+2,725.2%
EQT vs MAS
+1,630.9%
+1,094.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -10.5% | +2.0% | -12.5% | -11.0% |
| 30D | -5.3% | +19.4% | -24.7% | -9.4% |
| 3M | -4.0% | +9.4% | -13.4% | -6.4% |
| 6M | -13.3% | +15.3% | -28.7% | -17.3% |
| YTD | -6.7% | +31.3% | -38.0% | -14.5% |
| 1Y | -11.2% | +34.9% | -46.0% | -19.2% |
| 3Y | +21.6% | +58.6% | -37.0% | +3.8% |
| 5Y | +158.6% | +40.7% | +117.9% | +124.9% |
| 10Y | +57.4% | +220.4% | -163.0% | +11.0% |
| All | +2,725.2% | +1,630.9% | +1,094.3% | +1,200.8% |
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 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