+53.9%
F vs MAS
+32.0%
+21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +5.3% | -0.8% | +6.1% | +5.7% |
| 30D | +4.6% | -5.6% | +10.2% | +7.7% |
| 3M | -3.7% | +4.4% | -8.1% | -7.5% |
| 6M | +16.8% | +7.2% | +9.6% | +9.6% |
| YTD | +15.3% | +16.1% | -0.8% | +2.4% |
| 1Y | +31.0% | +0.1% | +30.9% | +26.4% |
| 3Y | +45.4% | +28.3% | +17.1% | +14.3% |
| All | +53.9% | +32.0% | +21.9% | +25.4% |
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 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