-11.0%
F vs MAS
+48.4%
-59.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | 0.0% |
| 7D | +6.0% | +14.2% | -8.1% | -1.1% |
| 30D | +4.3% | +26.8% | -22.5% | -8.1% |
| 3M | -10.1% | +13.1% | -23.2% | -15.9% |
| 6M | +12.8% | +27.9% | -15.2% | -3.1% |
| YTD | -0.1% | +38.7% | -38.7% | -19.5% |
| 1Y | +3.7% | +40.4% | -36.7% | -17.2% |
| 3Y | +42.7% | +66.1% | -23.4% | -4.3% |
| 5Y | -11.0% | +47.4% | -58.5% | -31.6% |
| All | -11.0% | +48.4% | -59.5% | -31.6% |
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 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