+615.0%
F vs MAS
+1,430.5%
-815.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.7% |
| 7D | +5.3% | -0.8% | +6.1% | +5.7% |
| 30D | +4.6% | -5.6% | +10.2% | +7.2% |
| 3M | -3.7% | +4.4% | -8.1% | -6.5% |
| 6M | +16.8% | +7.2% | +9.6% | +11.5% |
| YTD | +15.3% | +16.1% | -0.8% | +5.8% |
| 1Y | +31.0% | +0.1% | +30.9% | +27.7% |
| 3Y | +45.4% | +28.3% | +17.1% | +24.8% |
| 5Y | +54.7% | +30.5% | +24.2% | +31.7% |
| 10Y | +98.2% | +139.1% | -40.9% | +27.0% |
| All | +615.0% | +1,430.5% | -815.5% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling