+422.9%
MAS vs A
+457.0%
-34.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -0.8% | -1.9% | +1.2% | -0.1% |
| 30D | -5.6% | +6.9% | -12.5% | -7.7% |
| 3M | +4.4% | +9.2% | -4.8% | +1.3% |
| 6M | +7.2% | +25.7% | -18.5% | -1.4% |
| YTD | +16.1% | +11.5% | +4.6% | +11.0% |
| 1Y | +0.1% | +18.4% | -18.3% | -6.4% |
| 3Y | +28.3% | +26.6% | +1.7% | +16.3% |
| 5Y | +30.5% | -12.8% | +43.3% | +32.2% |
| 10Y | +139.1% | +247.2% | -108.0% | +56.8% |
| All | +422.9% | +457.0% | -34.2% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling