+1,321.8%
LITE vs MAS
+219.8%
+1,101.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.4% | -15.2% | -17.0% |
| 7D | -44.6% | +4.6% | -49.1% | -46.0% |
| 30D | -55.0% | +19.9% | -74.9% | -59.4% |
| 3M | -38.3% | +8.9% | -47.2% | -41.8% |
| 6M | -48.8% | +20.2% | -68.9% | -54.9% |
| YTD | +38.3% | +33.9% | +4.4% | +12.5% |
| 1Y | +119.0% | +34.7% | +84.3% | +77.1% |
| 3Y | +1,092.0% | +60.4% | +1,031.6% | +751.4% |
| 5Y | +446.1% | +43.5% | +402.6% | +305.2% |
| All | +1,321.8% | +219.8% | +1,101.9% | +487.0% |
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