+420.4%
FIX vs MAS
+61.2%
+359.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.1% | -10.3% |
| 7D | -27.2% | +4.6% | -31.8% | -28.8% |
| 30D | -46.9% | +19.9% | -66.8% | -51.1% |
| 3M | -44.4% | +8.9% | -53.3% | -46.7% |
| 6M | -50.9% | +20.2% | -71.1% | -55.4% |
| YTD | +3.5% | +33.9% | -30.3% | -12.4% |
| 1Y | -2.1% | +34.7% | -36.8% | -17.5% |
| All | +420.4% | +61.2% | +359.2% | +253.6% |
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