+361.8%
ETR vs MAS
+215.9%
+145.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +7.5% | +19.8% | -12.3% | +2.4% |
| 3M | +4.4% | +9.8% | -5.4% | +1.6% |
| 6M | -1.5% | +15.8% | -17.3% | -6.0% |
| YTD | +21.8% | +31.8% | -10.0% | +11.3% |
| 1Y | +18.4% | +35.4% | -17.0% | +7.3% |
| 3Y | +148.5% | +59.2% | +89.3% | +107.5% |
| 5Y | +152.6% | +41.2% | +111.4% | +114.4% |
| All | +361.8% | +215.9% | +145.8% | +204.2% |
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