+43.1%
EXC vs MAS
+48.4%
-5.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +0.7% |
| 7D | +3.3% | +14.2% | -10.9% | +1.0% |
| 30D | +13.3% | +26.8% | -13.5% | +9.0% |
| 3M | +1.8% | +13.1% | -11.3% | -0.3% |
| 6M | +1.1% | +27.9% | -26.8% | -3.3% |
| YTD | +9.0% | +38.7% | -29.6% | +2.4% |
| 1Y | +3.4% | +40.4% | -37.0% | -3.2% |
| 3Y | +27.7% | +66.1% | -38.4% | +11.7% |
| 5Y | +43.1% | +47.4% | -4.3% | +26.0% |
| All | +43.1% | +48.4% | -5.3% | +26.0% |
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 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