0.0%
F vs MAS
+37.4%
-37.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | 0.0% |
| 7D | +1.4% | +4.6% | -3.2% | 0.0% |
| 30D | +2.0% | +19.9% | -17.8% | -3.3% |
| 3M | -10.4% | +8.9% | -19.3% | -12.9% |
| 6M | +9.7% | +20.2% | -10.4% | +2.1% |
| YTD | -1.2% | +33.9% | -35.1% | -14.1% |
| 1Y | 0.0% | +34.7% | -34.6% | -13.7% |
| All | 0.0% | +37.4% | -37.4% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling