+96.5%
FOXA vs MAS
+145.1%
-48.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +0.4% | +3.6% | -3.2% | -0.9% |
| 30D | +7.9% | +23.8% | -15.9% | -0.4% |
| 3M | +6.7% | +14.4% | -7.7% | +1.1% |
| 6M | +7.5% | +19.7% | -12.2% | -1.0% |
| YTD | -6.9% | +36.0% | -42.9% | -19.7% |
| 1Y | +2.2% | +40.4% | -38.1% | -13.1% |
| 3Y | +131.4% | +58.9% | +72.5% | +79.8% |
| 5Y | +76.2% | +44.5% | +31.7% | +39.8% |
| All | +96.5% | +145.1% | -48.6% | +6.4% |
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 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