+139.1%
IEFA vs MAS
+215.9%
-76.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.3% |
| 7D | -1.6% | +2.4% | -3.9% | -2.3% |
| 30D | -1.5% | +19.8% | -21.3% | -7.2% |
| 3M | -5.2% | +9.8% | -15.0% | -8.3% |
| 6M | -1.6% | +15.8% | -17.4% | -7.2% |
| YTD | +7.7% | +31.8% | -24.1% | -3.5% |
| 1Y | +12.2% | +35.4% | -23.2% | -0.5% |
| 3Y | +62.1% | +59.2% | +2.9% | +32.2% |
| 5Y | +43.7% | +41.2% | +2.5% | +19.5% |
| All | +139.1% | +215.9% | -76.8% | +49.3% |
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