+73.1%
MA vs MAS
+32.0%
+41.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +1.5% | -5.6% | +7.1% | +3.2% |
| 3M | +20.4% | +4.4% | +16.0% | +17.9% |
| 6M | +11.1% | +7.2% | +3.9% | +7.0% |
| YTD | +2.0% | +16.1% | -14.2% | -5.1% |
| 1Y | -2.2% | +0.1% | -2.2% | -4.2% |
| 3Y | +41.9% | +28.3% | +13.6% | +22.4% |
| All | +73.1% | +32.0% | +41.1% | +47.8% |
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