+502.9%
MAS vs A
+535.2%
-32.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.4% |
| 7D | +4.6% | -5.2% | +9.7% | +6.4% |
| 30D | +19.9% | +1.4% | +18.4% | +19.1% |
| 3M | +8.9% | +21.9% | -13.0% | +1.5% |
| 6M | +20.2% | +46.7% | -26.5% | +4.8% |
| YTD | +33.9% | +27.2% | +6.7% | +22.1% |
| 1Y | +34.7% | +17.9% | +16.7% | +25.9% |
| 3Y | +60.4% | +61.1% | -0.7% | +33.9% |
| 5Y | +43.5% | +13.8% | +29.6% | +33.1% |
| 10Y | +226.7% | +318.8% | -92.1% | +100.8% |
| All | +502.9% | +535.2% | -32.3% | +163.9% |
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