-1.6%
MAS vs ADVB
-88.8%
+87.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.4% |
| 7D | +1.0% | -14.0% | +15.0% | +1.0% |
| 30D | -8.1% | +41.0% | -49.1% | -8.1% |
| 3M | +3.3% | +127.9% | -124.6% | +2.4% |
| 6M | +12.4% | +101.3% | -88.9% | +11.5% |
| YTD | +13.3% | +53.8% | -40.5% | +12.8% |
| 1Y | -4.7% | +4.4% | -9.1% | -4.9% |
| All | -1.6% | -88.8% | +87.1% | +12.3% |
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