+12,471.5%
FIX vs MAS
+647.8%
+11,823.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -15.9% | +4.4% | -20.3% | -18.1% |
| 6M | +12.7% | +7.2% | +5.5% | +8.3% |
| YTD | +72.8% | +16.1% | +56.7% | +58.8% |
| 1Y | +122.9% | +0.1% | +122.8% | +117.5% |
| 3Y | +774.3% | +28.3% | +746.0% | +655.3% |
| 5Y | +2,049.5% | +30.5% | +2,019.0% | +1,727.6% |
| 10Y | +5,821.5% | +139.1% | +5,682.3% | +3,770.0% |
| All | +12,471.5% | +647.8% | +11,823.7% | +4,212.4% |
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