+3,181.4%
MAR vs MAS
+525.7%
+2,655.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | -0.4% |
| 7D | +7.7% | +14.2% | -6.4% | +1.6% |
| 30D | +19.4% | +26.8% | -7.4% | +7.4% |
| 3M | +23.3% | +13.1% | +10.2% | +16.4% |
| 6M | +22.8% | +27.9% | -5.1% | +8.6% |
| YTD | +37.8% | +38.7% | -0.9% | +16.8% |
| 1Y | +57.4% | +40.4% | +17.0% | +32.7% |
| 3Y | +128.4% | +66.1% | +62.3% | +75.3% |
| 5Y | +170.1% | +47.4% | +122.7% | +114.5% |
| 10Y | +567.1% | +238.3% | +328.8% | +258.1% |
| All | +3,181.4% | +525.7% | +2,655.6% | +819.6% |
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