+777.0%
FIX vs MAS
+29.0%
+747.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | -7.2% | -5.6% | -1.7% | -5.0% |
| 3M | -15.9% | +4.4% | -20.3% | -18.3% |
| 6M | +12.7% | +7.2% | +5.5% | +7.4% |
| YTD | +72.8% | +16.1% | +56.7% | +56.2% |
| 1Y | +122.9% | +0.1% | +122.8% | +116.7% |
| All | +777.0% | +29.0% | +747.9% | +637.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling