+222.1%
MAS vs A
+312.6%
-90.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -1.9% |
| 7D | +4.6% | -5.2% | +9.7% | +7.3% |
| 30D | +19.9% | +1.4% | +18.4% | +18.7% |
| 3M | +8.9% | +21.9% | -13.0% | -2.3% |
| 6M | +20.2% | +46.7% | -26.5% | -2.9% |
| YTD | +33.9% | +27.2% | +6.7% | +16.0% |
| 1Y | +34.7% | +17.9% | +16.7% | +21.3% |
| 3Y | +60.4% | +61.1% | -0.7% | +18.7% |
| 5Y | +43.5% | +13.8% | +29.6% | +25.3% |
| All | +222.1% | +312.6% | -90.5% | +51.5% |
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