+521.8%
MA vs MAS
+137.9%
+383.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.8% |
| 7D | -2.7% | -0.8% | -2.0% | -2.4% |
| 30D | +1.5% | -5.6% | +7.1% | +3.7% |
| 3M | +20.4% | +4.4% | +16.0% | +17.1% |
| 6M | +11.1% | +7.2% | +3.9% | +5.7% |
| YTD | +2.0% | +16.1% | -14.2% | -7.0% |
| 1Y | -2.2% | +0.1% | -2.2% | -5.0% |
| 3Y | +41.9% | +28.3% | +13.6% | +18.2% |
| 5Y | +75.4% | +30.5% | +44.9% | +40.9% |
| All | +521.8% | +137.9% | +383.9% | +248.2% |
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