+31.7%
MAS vs AS
+139.2%
-107.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +4.5% |
| 7D | +14.2% | +13.8% | +0.4% | +10.9% |
| 30D | +26.8% | +16.7% | +10.1% | +22.5% |
| 3M | +13.1% | -11.5% | +24.6% | +15.9% |
| 6M | +27.9% | -5.5% | +33.4% | +29.1% |
| YTD | +38.7% | -14.2% | +52.8% | +41.9% |
| 1Y | +40.4% | +2.1% | +38.3% | +39.0% |
| All | +31.7% | +139.2% | -107.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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