+231.1%
EW vs MAS
+219.8%
+11.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.6% |
| 7D | +6.8% | +4.6% | +2.2% | +5.2% |
| 30D | +16.6% | +19.9% | -3.3% | +9.8% |
| 3M | +13.3% | +8.9% | +4.4% | +9.9% |
| 6M | +21.6% | +20.2% | +1.4% | +13.2% |
| YTD | +18.3% | +33.9% | -15.6% | +4.9% |
| 1Y | +21.7% | +34.7% | -13.0% | +7.6% |
| 3Y | +50.3% | +60.4% | -10.1% | +17.0% |
| 5Y | -15.0% | +43.5% | -58.5% | -32.1% |
| All | +231.1% | +219.8% | +11.3% | +74.8% |
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 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