+63.4%
IEFA vs MAS
+53.3%
+10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | -1.6% | +2.4% | -3.9% | -2.1% |
| 30D | -1.5% | +19.8% | -21.3% | -5.7% |
| 3M | -5.2% | +9.8% | -15.0% | -7.4% |
| 6M | -1.6% | +15.8% | -17.4% | -5.8% |
| YTD | +7.7% | +31.8% | -24.1% | -1.0% |
| 1Y | +12.2% | +35.4% | -23.2% | +2.3% |
| All | +63.4% | +53.3% | +10.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling