+16,095.7%
MA vs MAS
+396.9%
+15,698.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.7% | +1.9% |
| 7D | +10.2% | +14.2% | -3.9% | +5.1% |
| 30D | +19.3% | +26.8% | -7.5% | +9.4% |
| 3M | +18.0% | +13.1% | +4.8% | +12.4% |
| 6M | +33.7% | +27.9% | +5.8% | +20.7% |
| YTD | +18.6% | +38.7% | -20.1% | +2.6% |
| 1Y | +22.5% | +40.4% | -17.9% | +5.4% |
| 3Y | +77.4% | +66.1% | +11.3% | +39.6% |
| 5Y | +106.6% | +47.4% | +59.2% | +67.0% |
| 10Y | +592.2% | +238.3% | +353.9% | +301.3% |
| All | +16,095.7% | +396.9% | +15,698.8% | +7,202.8% |
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 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