+541.5%
MAR vs MAS
+219.8%
+321.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.1% |
| 7D | +4.4% | +4.6% | -0.1% | +2.2% |
| 30D | +15.5% | +19.9% | -4.4% | +5.6% |
| 3M | +15.7% | +8.9% | +6.8% | +10.5% |
| 6M | +18.2% | +20.2% | -2.0% | +6.1% |
| YTD | +35.3% | +33.9% | +1.4% | +14.1% |
| 1Y | +48.6% | +34.7% | +14.0% | +25.0% |
| 3Y | +124.3% | +60.4% | +64.0% | +67.4% |
| 5Y | +159.7% | +43.5% | +116.2% | +100.1% |
| All | +541.5% | +219.8% | +321.6% | +232.2% |
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