+1,083.7%
FIX vs MAS
+48.4%
+1,035.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.6% | -20.7% | -17.7% |
| 7D | -18.9% | +14.2% | -33.1% | -24.6% |
| 30D | -36.3% | +26.8% | -63.1% | -44.1% |
| 3M | -38.5% | +13.1% | -51.6% | -43.0% |
| 6M | -42.3% | +27.9% | -70.2% | -50.4% |
| YTD | +17.1% | +38.7% | -21.6% | -5.6% |
| 1Y | +14.4% | +40.4% | -26.0% | -8.6% |
| 3Y | +486.7% | +66.1% | +420.6% | +306.1% |
| 5Y | +1,083.7% | +47.4% | +1,036.3% | +805.3% |
| All | +1,083.7% | +48.4% | +1,035.3% | +805.3% |
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