+9.6%
LOW vs MAS
+47.3%
-37.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +0.5% |
| 7D | +6.4% | +3.3% | +3.1% | +4.3% |
| 30D | +25.6% | +25.5% | +0.1% | +9.1% |
| 3M | +4.6% | +11.8% | -7.2% | -2.5% |
| 6M | +2.5% | +21.3% | -18.8% | -9.9% |
| YTD | -1.6% | +37.7% | -39.4% | -21.3% |
| 1Y | +1.7% | +41.0% | -39.3% | -19.9% |
| 3Y | +29.4% | +63.0% | -33.6% | -9.2% |
| 5Y | +9.6% | +44.1% | -34.5% | -16.0% |
| All | +9.6% | +47.3% | -37.7% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling