+46.7%
FE vs MAS
+61.2%
-14.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.2% |
| 7D | +0.6% | +4.6% | -4.0% | 0.0% |
| 30D | +6.4% | +19.9% | -13.5% | +4.2% |
| 3M | -0.5% | +8.9% | -9.4% | -1.6% |
| 6M | +4.7% | +20.2% | -15.4% | +2.3% |
| YTD | +8.4% | +33.9% | -25.5% | +4.3% |
| 1Y | +7.2% | +34.7% | -27.4% | +3.1% |
| All | +46.7% | +61.2% | -14.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling