+148.0%
ETR vs MAS
+61.2%
+86.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | +0.3% | +4.6% | -4.3% | -0.4% |
| 30D | +6.8% | +19.9% | -13.0% | +4.1% |
| 3M | +3.8% | +8.9% | -5.1% | +2.4% |
| 6M | -5.5% | +20.2% | -25.6% | -8.0% |
| YTD | +21.5% | +33.9% | -12.4% | +16.1% |
| 1Y | +17.4% | +34.7% | -17.2% | +12.1% |
| All | +148.0% | +61.2% | +86.7% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling