+215.9%
MAS vs A
+319.7%
-103.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.8% |
| 7D | +2.0% | -0.1% | +2.0% | +1.9% |
| 30D | +19.4% | +3.4% | +16.0% | +17.1% |
| 3M | +9.4% | +23.8% | -14.4% | -2.6% |
| 6M | +15.3% | +49.0% | -33.7% | -7.6% |
| YTD | +31.3% | +29.4% | +1.9% | +12.7% |
| 1Y | +34.9% | +19.4% | +15.5% | +20.7% |
| 3Y | +58.6% | +66.2% | -7.6% | +15.5% |
| 5Y | +40.7% | +15.8% | +24.9% | +21.8% |
| All | +215.9% | +319.7% | -103.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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