-26.3%
EW vs MAS
+32.0%
-58.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | +1.0% | -5.6% | +6.6% | +2.2% |
| 3M | +2.8% | +4.4% | -1.6% | +1.2% |
| 6M | +5.5% | +7.2% | -1.7% | +2.8% |
| YTD | +5.5% | +16.1% | -10.7% | +0.4% |
| 1Y | +11.0% | +0.1% | +10.9% | +9.4% |
| 3Y | +17.7% | +28.3% | -10.6% | +3.1% |
| All | -26.3% | +32.0% | -58.3% | -36.2% |
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 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