+159.7%
MAR vs MAS
+41.7%
+118.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.3% |
| 7D | +4.4% | +4.6% | -0.1% | +2.3% |
| 30D | +15.5% | +19.9% | -4.4% | +6.3% |
| 3M | +15.7% | +8.9% | +6.8% | +10.9% |
| 6M | +18.2% | +20.2% | -2.0% | +6.8% |
| YTD | +35.3% | +33.9% | +1.4% | +15.1% |
| 1Y | +48.6% | +34.7% | +14.0% | +26.1% |
| 3Y | +124.3% | +60.4% | +64.0% | +68.4% |
| 5Y | +159.7% | +43.5% | +116.2% | +99.3% |
| All | +159.7% | +41.7% | +118.0% | +99.3% |
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