+8.9%
FOXA vs MAS
+40.8%
-31.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +3.2% |
| 7D | +9.9% | +14.2% | -4.3% | +8.2% |
| 30D | +10.0% | +26.8% | -16.8% | +7.4% |
| 3M | +18.4% | +13.1% | +5.3% | +16.6% |
| 6M | +12.2% | +27.9% | -15.7% | +8.8% |
| YTD | -3.8% | +38.7% | -42.4% | -6.9% |
| 1Y | +8.9% | +40.4% | -31.4% | +4.8% |
| All | +8.9% | +40.8% | -31.8% | +4.8% |
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