+656.6%
ETSY vs MAS
+214.3%
+442.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -3.5% | +1.2% | -4.7% | -4.4% |
| 30D | +11.4% | +21.6% | -10.2% | -2.6% |
| 3M | +10.9% | +14.1% | -3.2% | +1.0% |
| 6M | +53.5% | +22.6% | +30.9% | +30.9% |
| YTD | +59.3% | +35.4% | +23.8% | +22.9% |
| 1Y | +38.2% | +37.5% | +0.7% | +5.1% |
| 3Y | +39.6% | +58.3% | -18.7% | -9.1% |
| 5Y | -67.6% | +39.1% | -106.7% | -76.6% |
| All | +656.6% | +214.3% | +442.3% | +209.7% |
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