+31.9%
MAS vs COMP
-47.7%
+79.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | -0.8% | +1.4% | -2.1% | -1.0% |
| 30D | -5.6% | -13.3% | +7.8% | -3.6% |
| 3M | +4.4% | +41.1% | -36.7% | -0.9% |
| 6M | +7.2% | +17.2% | -10.0% | +3.4% |
| YTD | +16.1% | +5.2% | +10.9% | +13.0% |
| 1Y | +0.1% | +18.9% | -18.8% | -4.8% |
| 3Y | +28.3% | +215.9% | -187.6% | +0.9% |
| 5Y | +30.5% | -31.2% | +61.7% | +5.5% |
| All | +31.9% | -47.7% | +79.6% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling