+524.4%
MAS vs A
+555.2%
-30.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +5.3% |
| 7D | +14.2% | -2.4% | +16.5% | +15.0% |
| 30D | +26.8% | +3.6% | +23.2% | +25.1% |
| 3M | +13.1% | +27.5% | -14.3% | +3.9% |
| 6M | +27.9% | +58.5% | -30.5% | +8.7% |
| YTD | +38.7% | +31.2% | +7.5% | +25.1% |
| 1Y | +40.4% | +22.2% | +18.2% | +29.7% |
| 3Y | +66.1% | +66.2% | -0.1% | +37.3% |
| 5Y | +47.4% | +16.5% | +31.0% | +35.7% |
| 10Y | +238.3% | +332.0% | -93.6% | +105.8% |
| All | +524.4% | +555.2% | -30.7% | +170.5% |
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 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