+151.6%
ETR vs MAS
+67.0%
+84.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +1.9% |
| 7D | +3.7% | +14.2% | -10.4% | +1.7% |
| 30D | +11.0% | +26.8% | -15.8% | +7.3% |
| 3M | +3.4% | +13.1% | -9.7% | +1.5% |
| 6M | -3.3% | +27.9% | -31.2% | -6.7% |
| YTD | +23.3% | +38.7% | -15.4% | +17.2% |
| 1Y | +19.2% | +40.4% | -21.2% | +13.1% |
| All | +151.6% | +67.0% | +84.6% | +119.2% |
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