+106.6%
MA vs MAS
+48.4%
+58.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.7% | +2.2% |
| 7D | +10.2% | +14.2% | -3.9% | +5.8% |
| 30D | +19.3% | +26.8% | -7.5% | +10.8% |
| 3M | +18.0% | +13.1% | +4.8% | +13.3% |
| 6M | +33.7% | +27.9% | +5.8% | +22.4% |
| YTD | +18.6% | +38.7% | -20.1% | +4.1% |
| 1Y | +22.5% | +40.4% | -17.9% | +7.0% |
| 3Y | +77.4% | +66.1% | +11.3% | +38.3% |
| 5Y | +106.6% | +47.4% | +59.2% | +68.1% |
| All | +106.6% | +48.4% | +58.2% | +68.1% |
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