+27.9%
MAS vs A
+56.7%
-28.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +5.4% |
| 7D | +14.2% | -2.4% | +16.5% | +14.8% |
| 30D | +26.8% | +3.6% | +23.2% | +25.5% |
| 3M | +13.1% | +27.5% | -14.3% | +5.1% |
| 6M | +27.9% | +58.5% | -30.5% | +13.0% |
| All | +27.9% | +56.7% | -28.7% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling