+5,083.9%
LITE vs MAS
+267.3%
+4,816.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.1% |
| 7D | -1.5% | -0.8% | -0.8% | -1.2% |
| 30D | +6.7% | -5.6% | +12.2% | +9.4% |
| 3M | -6.8% | +4.4% | -11.2% | -9.8% |
| 6M | +29.4% | +7.2% | +22.2% | +22.2% |
| YTD | +139.1% | +16.1% | +123.0% | +114.0% |
| 1Y | +521.0% | +0.1% | +520.9% | +498.2% |
| 3Y | +1,535.3% | +28.3% | +1,507.0% | +1,258.0% |
| 5Y | +889.8% | +30.5% | +859.4% | +694.6% |
| 10Y | +2,400.7% | +139.1% | +2,261.6% | +1,343.7% |
| All | +5,083.9% | +267.3% | +4,816.5% | +2,880.7% |
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 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