+11.9%
IR vs MAS
+29.0%
-17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.3% |
| 7D | -2.8% | -0.8% | -2.1% | -2.4% |
| 30D | -15.1% | -5.6% | -9.6% | -12.5% |
| 3M | +6.1% | +4.4% | +1.6% | +2.7% |
| 6M | -16.8% | +7.2% | -24.0% | -21.1% |
| YTD | -3.5% | +16.1% | -19.6% | -13.2% |
| 1Y | -3.5% | +0.1% | -3.6% | -5.8% |
| All | +11.9% | +29.0% | -17.1% | -4.1% |
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