+349.1%
ETR vs MAS
+219.8%
+129.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.5% |
| 7D | +0.3% | +4.6% | -4.3% | -0.9% |
| 30D | +6.8% | +19.9% | -13.0% | +1.7% |
| 3M | +3.8% | +8.9% | -5.1% | +1.3% |
| 6M | -5.5% | +20.2% | -25.6% | -10.6% |
| YTD | +21.5% | +33.9% | -12.4% | +10.6% |
| 1Y | +17.4% | +34.7% | -17.2% | +6.6% |
| 3Y | +147.7% | +60.4% | +87.3% | +106.6% |
| 5Y | +152.0% | +43.5% | +108.6% | +113.1% |
| All | +349.1% | +219.8% | +129.2% | +198.0% |
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