+556.3%
MA vs MAS
+219.8%
+336.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -1.1% |
| 7D | +3.2% | +4.6% | -1.4% | +1.4% |
| 30D | +15.9% | +19.9% | -3.9% | +7.7% |
| 3M | +15.2% | +8.9% | +6.3% | +10.9% |
| 6M | +32.4% | +20.2% | +12.2% | +21.1% |
| YTD | +15.6% | +33.9% | -18.2% | -0.7% |
| 1Y | +19.3% | +34.7% | -15.4% | +2.1% |
| 3Y | +73.0% | +60.4% | +12.6% | +30.6% |
| 5Y | +93.7% | +43.5% | +50.3% | +50.5% |
| All | +556.3% | +219.8% | +336.5% | +223.2% |
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