+155.0%
ETSY vs MAS
+271.4%
-116.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -7.9% |
| 7D | -8.5% | -0.8% | -7.7% | -8.1% |
| 30D | -10.9% | -5.6% | -5.3% | -7.6% |
| 3M | +14.1% | +4.4% | +9.7% | +9.1% |
| 6M | +37.5% | +7.2% | +30.3% | +26.7% |
| YTD | +38.0% | +16.1% | +21.9% | +19.2% |
| 1Y | +46.5% | +0.1% | +46.4% | +40.8% |
| 3Y | +2.5% | +28.3% | -25.8% | -21.3% |
| 5Y | -65.3% | +30.5% | -95.7% | -73.3% |
| 10Y | +451.6% | +139.1% | +312.5% | +178.6% |
| All | +155.0% | +271.4% | -116.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling