+43.9%
EXC vs MAS
+41.7%
+2.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +1.2% |
| 7D | +1.4% | +4.6% | -3.2% | +0.6% |
| 30D | +11.6% | +19.9% | -8.2% | +8.4% |
| 3M | +2.7% | +8.9% | -6.2% | +1.1% |
| 6M | +2.7% | +20.2% | -17.5% | -0.8% |
| YTD | +9.7% | +33.9% | -24.2% | +3.6% |
| 1Y | +4.5% | +34.7% | -30.1% | -1.5% |
| 3Y | +28.5% | +60.4% | -31.9% | +13.1% |
| 5Y | +43.9% | +43.5% | +0.5% | +27.2% |
| All | +43.9% | +41.7% | +2.3% | +27.2% |
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