+72.2%
MAR vs MAS
+29.0%
+43.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | -6.7% | -5.6% | -1.1% | -4.7% |
| 3M | -12.5% | +4.4% | -16.9% | -15.1% |
| 6M | +0.6% | +7.2% | -6.6% | -4.4% |
| YTD | +9.1% | +16.1% | -7.0% | +0.2% |
| 1Y | +26.2% | +0.1% | +26.1% | +23.1% |
| All | +72.2% | +29.0% | +43.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling