+8.6%
FOXA vs MAS
+1.6%
+7.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | +12.0% | -5.6% | +17.5% | +12.6% |
| 3M | +0.3% | +4.4% | -4.2% | -0.7% |
| 6M | +12.5% | +7.2% | +5.3% | +10.7% |
| YTD | -9.6% | +16.1% | -25.7% | -12.7% |
| 1Y | +8.6% | +0.1% | +8.5% | +12.5% |
| All | +8.6% | +1.6% | +7.0% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling