+61.7%
MAS vs A
+61.4%
+0.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.2% |
| 7D | +4.6% | -5.2% | +9.7% | +6.9% |
| 30D | +19.9% | +1.4% | +18.4% | +18.9% |
| 3M | +8.9% | +21.9% | -13.0% | -0.9% |
| 6M | +20.2% | +46.7% | -26.5% | -0.2% |
| YTD | +33.9% | +27.2% | +6.7% | +18.6% |
| 1Y | +34.7% | +17.9% | +16.7% | +23.8% |
| All | +61.7% | +61.4% | +0.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling