+48.6%
FITB vs MAS
+42.7%
+6.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | +0.5% | +3.6% | -3.1% | -1.5% |
| 30D | +7.0% | +23.8% | -16.8% | -4.6% |
| 3M | -4.4% | +14.4% | -18.8% | -11.4% |
| 6M | +11.6% | +19.7% | -8.2% | -0.4% |
| YTD | +18.6% | +36.0% | -17.3% | -3.2% |
| 1Y | +29.8% | +40.4% | -10.5% | +3.9% |
| 3Y | +140.7% | +58.9% | +81.8% | +73.0% |
| 5Y | +48.6% | +44.5% | +4.1% | +8.5% |
| All | +48.6% | +42.7% | +6.0% | +8.5% |
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