+142.7%
EXE vs MAS
+66.5%
+76.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -1.8% |
| 7D | -5.6% | +4.6% | -10.2% | -6.2% |
| 30D | -3.3% | +19.9% | -23.2% | -5.6% |
| 3M | -5.5% | +8.9% | -14.4% | -6.6% |
| 6M | -13.4% | +20.2% | -33.6% | -16.2% |
| YTD | -21.3% | +33.9% | -55.2% | -25.8% |
| 1Y | -20.7% | +34.7% | -55.4% | -25.4% |
| 3Y | +3.9% | +60.4% | -56.5% | -9.5% |
| 5Y | +63.7% | +43.5% | +20.3% | +44.7% |
| All | +142.7% | +66.5% | +76.3% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling