+205.1%
ETSY vs MAS
+328.3%
-123.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -2.6% |
| 7D | -0.1% | +4.6% | -4.6% | -2.8% |
| 30D | +28.2% | +19.9% | +8.3% | +13.8% |
| 3M | +6.6% | +8.9% | -2.3% | +0.7% |
| 6M | +45.4% | +20.2% | +25.2% | +26.7% |
| YTD | +65.1% | +33.9% | +31.2% | +29.8% |
| 1Y | +51.8% | +34.7% | +17.2% | +18.6% |
| 3Y | +40.3% | +60.4% | -20.1% | -7.5% |
| 5Y | -64.8% | +43.5% | -108.3% | -74.6% |
| 10Y | +699.4% | +226.7% | +472.7% | +237.8% |
| All | +205.1% | +328.3% | -123.2% | +20.0% |
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 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