+7,126.9%
EW vs MAS
+666.6%
+6,460.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.6% | -1.3% | +3.3% |
| 7D | +8.3% | +14.2% | -5.9% | +5.4% |
| 30D | +13.9% | +26.8% | -12.9% | +8.6% |
| 3M | +10.9% | +13.1% | -2.2% | +8.1% |
| 6M | +19.2% | +27.9% | -8.7% | +12.9% |
| YTD | +16.6% | +38.7% | -22.1% | +8.0% |
| 1Y | +18.1% | +40.4% | -22.3% | +9.1% |
| 3Y | +48.2% | +66.1% | -17.9% | +29.4% |
| 5Y | -15.3% | +47.4% | -62.8% | -24.9% |
| 10Y | +232.6% | +238.3% | -5.7% | +150.2% |
| All | +7,126.9% | +666.6% | +6,460.3% | +4,463.0% |
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