+9.1%
IR vs MAS
+40.8%
-31.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.1% | -3.3% |
| 7D | +11.6% | +14.2% | -2.6% | +4.2% |
| 30D | +7.2% | +26.8% | -19.7% | -5.7% |
| 3M | -5.9% | +13.1% | -19.0% | -12.0% |
| 6M | +11.5% | +27.9% | -16.5% | -3.8% |
| YTD | +6.3% | +38.7% | -32.3% | -16.8% |
| 1Y | +9.1% | +40.4% | -31.3% | -15.8% |
| All | +9.1% | +40.8% | -31.7% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling