+540.2%
MAR vs MAS
+214.9%
+325.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.5% |
| 7D | +4.3% | +2.4% | +2.0% | +3.1% |
| 30D | +16.8% | +19.8% | -3.0% | +6.8% |
| 3M | +16.0% | +9.8% | +6.2% | +10.4% |
| 6M | +16.5% | +15.8% | +0.7% | +6.5% |
| YTD | +35.0% | +31.8% | +3.2% | +14.7% |
| 1Y | +49.4% | +35.4% | +14.0% | +25.2% |
| 3Y | +124.1% | +59.2% | +64.9% | +67.7% |
| 5Y | +159.2% | +41.2% | +117.9% | +101.2% |
| All | +540.2% | +214.9% | +325.3% | +234.0% |
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