+3,045.3%
EQT vs MAS
+1,430.5%
+1,614.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +7.7% | -5.6% | +13.3% | +9.0% |
| 3M | +0.2% | +4.4% | -4.3% | -1.6% |
| 6M | -9.5% | +7.2% | -16.7% | -12.2% |
| YTD | +3.8% | +16.1% | -12.3% | -1.7% |
| 1Y | +7.8% | +0.1% | +7.7% | +5.6% |
| 3Y | +30.1% | +28.3% | +1.8% | +17.4% |
| 5Y | +188.6% | +30.5% | +158.1% | +155.9% |
| 10Y | +54.6% | +139.1% | -84.5% | +16.6% |
| All | +3,045.3% | +1,430.5% | +1,614.8% | +1,396.3% |
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 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