+57.5%
MAS vs COMP
-52.8%
+110.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +4.5% |
| 7D | +14.2% | +9.5% | +4.7% | +12.6% |
| 30D | +26.8% | +8.1% | +18.7% | +25.2% |
| 3M | +13.1% | -16.3% | +29.5% | +15.8% |
| 6M | +27.9% | +42.2% | -14.3% | +20.1% |
| YTD | +38.7% | -5.0% | +43.7% | +36.8% |
| 1Y | +40.4% | +20.1% | +20.3% | +33.6% |
| 3Y | +66.1% | +358.4% | -292.3% | +24.8% |
| 5Y | +47.4% | -21.9% | +69.3% | +19.3% |
| All | +57.5% | -52.8% | +110.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling