+40,065.6%
LOW vs MAS
+1,727.7%
+38,337.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +5.0% |
| 7D | +15.6% | +14.2% | +1.5% | +9.2% |
| 30D | +28.6% | +26.8% | +1.8% | +16.1% |
| 3M | +5.8% | +13.1% | -7.3% | +0.4% |
| 6M | +3.8% | +27.9% | -24.1% | -7.1% |
| YTD | -2.8% | +38.7% | -41.5% | -16.5% |
| 1Y | -1.4% | +40.4% | -41.8% | -15.7% |
| 3Y | +25.0% | +66.1% | -41.1% | -1.1% |
| 5Y | +6.6% | +47.4% | -40.9% | -11.8% |
| 10Y | +318.3% | +238.3% | +79.9% | +147.0% |
| All | +40,065.6% | +1,727.7% | +38,337.9% | +9,780.9% |
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