+30.2%
EXC vs MAS
+61.2%
-31.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +1.0% |
| 7D | +1.4% | +4.6% | -3.2% | +0.9% |
| 30D | +11.6% | +19.9% | -8.2% | +9.8% |
| 3M | +2.7% | +8.9% | -6.2% | +1.7% |
| 6M | +2.7% | +20.2% | -17.5% | +0.9% |
| YTD | +9.7% | +33.9% | -24.2% | +6.7% |
| 1Y | +4.5% | +34.7% | -30.1% | +1.6% |
| All | +30.2% | +61.2% | -31.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling