+2,498.9%
MAR vs MAS
+424.0%
+2,075.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | -6.7% | -5.6% | -1.1% | -4.4% |
| 3M | -12.5% | +4.4% | -16.9% | -15.1% |
| 6M | +0.6% | +7.2% | -6.6% | -4.2% |
| YTD | +9.1% | +16.1% | -7.0% | +0.3% |
| 1Y | +26.2% | +0.1% | +26.1% | +23.5% |
| 3Y | +68.2% | +28.3% | +39.8% | +44.5% |
| 5Y | +163.9% | +30.5% | +133.4% | +121.4% |
| 10Y | +420.6% | +139.1% | +281.4% | +224.0% |
| All | +2,498.9% | +424.0% | +2,075.0% | +689.3% |
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 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