+5,892.0%
FIX vs MAS
+137.9%
+5,754.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.9% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | -7.2% | -5.6% | -1.7% | -4.4% |
| 3M | -15.9% | +4.4% | -20.3% | -19.0% |
| 6M | +12.7% | +7.2% | +5.5% | +6.5% |
| YTD | +72.8% | +16.1% | +56.7% | +53.3% |
| 1Y | +122.9% | +0.1% | +122.8% | +114.6% |
| 3Y | +774.3% | +28.3% | +746.0% | +601.4% |
| 5Y | +2,049.5% | +30.5% | +2,019.0% | +1,569.1% |
| All | +5,892.0% | +137.9% | +5,754.0% | +3,091.8% |
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