+653.5%
ETSY vs MAS
+219.2%
+434.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.3% |
| 7D | -3.7% | +3.6% | -7.3% | -6.1% |
| 30D | +12.8% | +23.8% | -11.1% | -2.6% |
| 3M | +7.6% | +14.4% | -6.8% | -2.3% |
| 6M | +34.4% | +19.7% | +14.6% | +16.6% |
| YTD | +56.0% | +36.0% | +20.1% | +20.1% |
| 1Y | +43.6% | +40.4% | +3.2% | +7.6% |
| 3Y | +36.8% | +58.9% | -22.1% | -11.1% |
| 5Y | -65.2% | +44.5% | -109.7% | -75.5% |
| 10Y | +653.5% | +214.8% | +438.7% | +208.0% |
| All | +653.5% | +219.2% | +434.3% | +208.0% |
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