+110.6%
FE vs MAS
+241.3%
-130.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | -1.4% |
| 7D | +1.7% | +14.2% | -12.5% | -1.6% |
| 30D | +8.1% | +26.8% | -18.7% | +1.9% |
| 3M | -1.3% | +13.1% | -14.4% | -4.4% |
| 6M | +2.9% | +27.9% | -25.0% | -3.8% |
| YTD | +8.6% | +38.7% | -30.1% | -1.4% |
| 1Y | +6.3% | +40.4% | -34.0% | -3.9% |
| 3Y | +45.1% | +66.1% | -21.0% | +21.5% |
| 5Y | +47.1% | +47.4% | -0.3% | +24.9% |
| 10Y | +110.6% | +238.3% | -127.7% | +38.3% |
| All | +110.6% | +241.3% | -130.7% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling