+46.4%
FITB vs MAS
+41.7%
+4.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -0.5% |
| 7D | -1.8% | +4.6% | -6.4% | -4.2% |
| 30D | +4.8% | +19.9% | -15.1% | -4.9% |
| 3M | -6.4% | +8.9% | -15.3% | -11.0% |
| 6M | +7.9% | +20.2% | -12.2% | -3.9% |
| YTD | +17.0% | +33.9% | -16.9% | -3.7% |
| 1Y | +29.9% | +34.7% | -4.7% | +6.5% |
| 3Y | +124.8% | +60.4% | +64.5% | +60.7% |
| 5Y | +46.4% | +43.5% | +3.0% | +7.4% |
| All | +46.4% | +41.7% | +4.7% | +7.4% |
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