+35.3%
MAS vs ALC
-16.0%
+51.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.8% |
| 7D | -0.8% | -2.1% | +1.3% | +0.2% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +4.4% | +5.9% | -1.4% | +1.6% |
| 6M | +7.2% | -15.9% | +23.1% | +15.2% |
| YTD | +16.1% | -10.1% | +26.2% | +20.7% |
| 1Y | +0.1% | -10.2% | +10.3% | +3.9% |
| 3Y | +28.3% | -13.6% | +41.9% | +33.0% |
| All | +35.3% | -16.0% | +51.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling