+2,912.7%
FITB vs MAS
+1,727.7%
+1,185.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.2% | -1.3% |
| 7D | +2.3% | +14.2% | -11.8% | -4.3% |
| 30D | +7.7% | +26.8% | -19.1% | -4.5% |
| 3M | -4.5% | +13.1% | -17.6% | -10.7% |
| 6M | +12.5% | +27.9% | -15.4% | -1.9% |
| YTD | +19.8% | +38.7% | -18.9% | -0.9% |
| 1Y | +34.1% | +40.4% | -6.2% | +10.2% |
| 3Y | +130.2% | +66.1% | +64.1% | +71.6% |
| 5Y | +50.2% | +47.4% | +2.8% | +17.2% |
| 10Y | +266.6% | +238.3% | +28.3% | +89.3% |
| All | +2,912.7% | +1,727.7% | +1,185.0% | +660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling