+144.3%
MAS vs ALC
+36.0%
+108.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.2% | +2.4% |
| 7D | +14.2% | +10.7% | +3.5% | +8.9% |
| 30D | +26.8% | +20.2% | +6.6% | +16.4% |
| 3M | +13.1% | +8.9% | +4.2% | +8.6% |
| 6M | +27.9% | +5.7% | +22.2% | +23.4% |
| YTD | +38.7% | -1.4% | +40.1% | +38.1% |
| 1Y | +40.4% | +4.7% | +35.7% | +35.6% |
| 3Y | +66.1% | +5.2% | +60.9% | +57.0% |
| 5Y | +47.4% | -8.3% | +55.7% | +45.4% |
| All | +144.3% | +36.0% | +108.3% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling