+2,340.5%
EXC vs MAS
+1,430.5%
+910.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | -3.7% | -5.6% | +1.8% | -2.8% |
| 3M | -1.3% | +4.4% | -5.7% | -2.3% |
| 6M | -9.7% | +7.2% | -16.9% | -11.4% |
| YTD | +2.9% | +16.1% | -13.2% | -0.7% |
| 1Y | +4.4% | +0.1% | +4.3% | +3.2% |
| 3Y | +22.2% | +28.3% | -6.1% | +14.1% |
| 5Y | +46.7% | +30.5% | +16.2% | +34.9% |
| 10Y | +155.3% | +139.1% | +16.2% | +109.6% |
| All | +2,340.5% | +1,430.5% | +910.1% | +1,332.6% |
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