+519.6%
F vs MAS
+1,727.7%
-1,208.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +0.5% |
| 7D | +6.0% | +14.2% | -8.1% | +0.1% |
| 30D | +4.3% | +26.8% | -22.5% | -6.0% |
| 3M | -10.1% | +13.1% | -23.2% | -14.9% |
| 6M | +12.8% | +27.9% | -15.2% | +0.1% |
| YTD | -0.1% | +38.7% | -38.7% | -15.3% |
| 1Y | +3.7% | +40.4% | -36.7% | -12.6% |
| 3Y | +42.7% | +66.1% | -23.4% | +9.5% |
| 5Y | -11.0% | +47.4% | -58.5% | -28.2% |
| 10Y | +87.0% | +238.3% | -151.3% | +3.7% |
| All | +519.6% | +1,727.7% | -1,208.1% | +34.9% |
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 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