-11.4%
F vs MAS
+41.7%
-53.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.7% |
| 7D | +1.4% | +4.6% | -3.2% | -1.0% |
| 30D | +2.0% | +19.9% | -17.8% | -7.4% |
| 3M | -10.4% | +8.9% | -19.3% | -14.5% |
| 6M | +9.7% | +20.2% | -10.4% | -2.5% |
| YTD | -1.2% | +33.9% | -35.1% | -18.9% |
| 1Y | 0.0% | +34.7% | -34.6% | -18.3% |
| 3Y | +41.1% | +60.4% | -19.3% | -3.7% |
| 5Y | -11.4% | +43.5% | -54.9% | -30.9% |
| All | -11.4% | +41.7% | -53.1% | -30.9% |
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