+151.4%
EXE vs MAS
+68.4%
+82.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | -4.3% | +21.6% | -25.9% | -6.8% |
| 3M | -7.7% | +14.1% | -21.8% | -9.3% |
| 6M | -7.2% | +22.6% | -29.9% | -10.4% |
| YTD | -18.5% | +35.4% | -54.0% | -23.3% |
| 1Y | -24.4% | +37.5% | -61.8% | -29.1% |
| 3Y | +21.6% | +58.3% | -36.7% | +6.4% |
| 5Y | +77.3% | +39.1% | +38.2% | +58.2% |
| All | +151.4% | +68.4% | +82.9% | +114.5% |
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