+67.5%
MAS vs ALC
+5.5%
+62.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.2% | +2.6% |
| 7D | +14.2% | +10.7% | +3.5% | +9.2% |
| 30D | +26.8% | +20.2% | +6.6% | +17.1% |
| 3M | +13.1% | +8.9% | +4.2% | +8.8% |
| 6M | +27.9% | +5.7% | +22.2% | +23.5% |
| YTD | +38.7% | -1.4% | +40.1% | +38.0% |
| 1Y | +40.4% | +4.7% | +35.7% | +35.7% |
| All | +67.5% | +5.5% | +62.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling