+459.5%
JPM vs MAS
+214.3%
+245.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.6% | +1.2% | +0.5% | +1.1% |
| 30D | +3.4% | +21.6% | -18.2% | -4.5% |
| 3M | -5.7% | +14.1% | -19.8% | -10.9% |
| 6M | +13.5% | +22.6% | -9.1% | +3.1% |
| YTD | +8.4% | +35.4% | -27.0% | -6.8% |
| 1Y | +9.1% | +37.5% | -28.4% | -6.9% |
| 3Y | +149.5% | +58.3% | +91.2% | +91.6% |
| 5Y | +132.6% | +39.1% | +93.5% | +85.3% |
| All | +459.5% | +214.3% | +245.2% | +198.7% |
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