-65.8%
ETSY vs MAS
+47.3%
-113.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -4.9% |
| 7D | -4.3% | +3.3% | -7.6% | -6.5% |
| 30D | +15.3% | +25.5% | -10.2% | -1.9% |
| 3M | +3.4% | +11.8% | -8.4% | -4.8% |
| 6M | +37.4% | +21.3% | +16.0% | +17.2% |
| YTD | +59.5% | +37.7% | +21.8% | +19.0% |
| 1Y | +49.7% | +41.0% | +8.7% | +9.1% |
| 3Y | +42.6% | +63.0% | -20.4% | -18.0% |
| 5Y | -65.8% | +44.1% | -109.9% | -77.3% |
| All | -65.8% | +47.3% | -113.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling