+20.4%
MAS vs ADVB
-97.4%
+117.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.2% | +5.6% |
| 7D | +14.2% | -29.5% | +43.7% | +14.0% |
| 30D | +26.8% | -66.9% | +93.7% | +26.6% |
| 3M | +13.1% | -73.7% | +86.8% | +13.0% |
| 6M | +27.9% | -64.8% | +92.7% | +27.2% |
| YTD | +38.7% | -64.0% | +102.7% | +37.8% |
| 1Y | +40.4% | -77.0% | +117.3% | +40.4% |
| All | +20.4% | -97.4% | +117.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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