+97.4%
FOXA vs MAS
+141.4%
-44.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.6% |
| 7D | +4.9% | +4.6% | +0.3% | +3.1% |
| 30D | +9.0% | +19.9% | -10.9% | +1.8% |
| 3M | +15.8% | +8.9% | +6.9% | +11.8% |
| 6M | +9.2% | +20.2% | -10.9% | +0.4% |
| YTD | -6.5% | +33.9% | -40.4% | -18.9% |
| 1Y | +5.4% | +34.7% | -29.2% | -8.9% |
| 3Y | +120.1% | +60.4% | +59.7% | +70.1% |
| 5Y | +73.6% | +43.5% | +30.2% | +37.9% |
| All | +97.4% | +141.4% | -44.0% | +7.5% |
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 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