-65.5%
ETSY vs MAS
+39.2%
-104.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.4% |
| 7D | +1.1% | +2.0% | -0.9% | -0.1% |
| 30D | +25.8% | +19.4% | +6.4% | +11.1% |
| 3M | +9.3% | +9.4% | -0.1% | +2.4% |
| 6M | +38.4% | +15.3% | +23.1% | +22.7% |
| YTD | +62.2% | +31.3% | +30.9% | +25.5% |
| 1Y | +58.3% | +34.9% | +23.5% | +19.4% |
| 3Y | +42.6% | +58.6% | -16.0% | -16.8% |
| All | -65.5% | +39.2% | -104.7% | -76.8% |
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