+84.4%
FDX vs MAS
+48.4%
+35.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.1% | +0.9% |
| 7D | +8.1% | +14.2% | -6.0% | +1.4% |
| 30D | +13.9% | +26.8% | -12.9% | +1.4% |
| 3M | +5.5% | +13.1% | -7.6% | -1.0% |
| 6M | +15.1% | +27.9% | -12.8% | +0.4% |
| YTD | +43.2% | +38.7% | +4.5% | +18.4% |
| 1Y | +65.0% | +40.4% | +24.7% | +35.4% |
| 3Y | +75.7% | +66.1% | +9.6% | +31.5% |
| 5Y | +84.4% | +47.4% | +37.0% | +38.5% |
| All | +84.4% | +48.4% | +35.9% | +38.5% |
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