+94.4%
FOXA vs MAS
+137.6%
-43.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +5.4% | +2.4% | +3.0% | +4.4% |
| 30D | +6.3% | +19.8% | -13.6% | -0.7% |
| 3M | +8.3% | +9.8% | -1.5% | +4.3% |
| 6M | +7.6% | +15.8% | -8.2% | +0.4% |
| YTD | -7.9% | +31.8% | -39.8% | -19.6% |
| 1Y | +2.4% | +35.4% | -33.0% | -11.8% |
| 3Y | +120.3% | +59.2% | +61.1% | +70.6% |
| 5Y | +71.0% | +41.2% | +29.8% | +36.6% |
| All | +94.4% | +137.6% | -43.2% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling