+224.5%
LOW vs MAS
+137.9%
+86.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | -7.0% | -5.6% | -1.5% | -3.6% |
| 3M | -0.9% | +4.4% | -5.3% | -4.4% |
| 6M | -20.1% | +7.2% | -27.3% | -24.9% |
| YTD | -13.9% | +16.1% | -30.0% | -23.6% |
| 1Y | -21.1% | +0.1% | -21.2% | -23.1% |
| 3Y | -6.6% | +28.3% | -34.9% | -24.3% |
| 5Y | +9.4% | +30.5% | -21.1% | -14.2% |
| All | +224.5% | +137.9% | +86.6% | +74.3% |
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