+140.2%
MAS vs A
+247.9%
-107.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -0.8% | -1.9% | +1.2% | +0.3% |
| 30D | -5.6% | +6.9% | -12.5% | -8.9% |
| 3M | +4.4% | +9.2% | -4.8% | -0.6% |
| 6M | +7.2% | +25.7% | -18.5% | -6.2% |
| YTD | +16.1% | +11.5% | +4.6% | +8.0% |
| 1Y | +0.1% | +18.4% | -18.3% | -10.2% |
| 3Y | +28.3% | +26.6% | +1.7% | +7.9% |
| 5Y | +30.5% | -12.8% | +43.3% | +31.4% |
| All | +140.2% | +247.9% | -107.8% | +7.0% |
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