+203.1%
FITB vs MAS
+214.3%
-11.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.8% | +1.2% | -0.3% | +0.1% |
| 30D | +7.3% | +21.6% | -14.3% | -4.7% |
| 3M | -6.3% | +14.1% | -20.4% | -13.9% |
| 6M | +12.6% | +22.6% | -10.1% | -2.4% |
| YTD | +18.0% | +35.4% | -17.5% | -5.5% |
| 1Y | +28.9% | +37.5% | -8.6% | +2.2% |
| 3Y | +139.4% | +58.3% | +81.1% | +68.4% |
| 5Y | +47.2% | +39.1% | +8.1% | +9.9% |
| All | +203.1% | +214.3% | -11.1% | +39.3% |
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