+235.5%
EW vs MAS
+213.7%
+21.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | +11.0% | +2.0% | +9.1% | +10.2% |
| 30D | +19.1% | +19.4% | -0.3% | +12.2% |
| 3M | +14.4% | +9.4% | +4.9% | +10.7% |
| 6M | +22.8% | +15.3% | +7.4% | +15.8% |
| YTD | +19.8% | +31.3% | -11.5% | +6.9% |
| 1Y | +23.9% | +34.9% | -11.0% | +9.5% |
| 3Y | +52.2% | +58.6% | -6.4% | +18.8% |
| 5Y | -13.9% | +40.7% | -54.6% | -30.8% |
| All | +235.5% | +213.7% | +21.8% | +78.1% |
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