+331.4%
IR vs MAS
+174.5%
+156.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.1% | -3.7% |
| 7D | +11.6% | +14.2% | -2.6% | +3.3% |
| 30D | +7.2% | +26.8% | -19.7% | -7.1% |
| 3M | -5.9% | +13.1% | -19.0% | -13.0% |
| 6M | +11.5% | +27.9% | -16.5% | -4.8% |
| YTD | +6.3% | +38.7% | -32.3% | -14.2% |
| 1Y | +9.1% | +40.4% | -31.3% | -12.6% |
| 3Y | +29.2% | +66.1% | -36.9% | -8.3% |
| 5Y | +48.2% | +47.4% | +0.7% | +10.5% |
| All | +331.4% | +174.5% | +156.9% | +110.9% |
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