+67.5%
MAS vs COO
-22.9%
+90.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +3.3% |
| 7D | +14.2% | +8.4% | +5.7% | +10.6% |
| 30D | +26.8% | +13.5% | +13.3% | +20.7% |
| 3M | +13.1% | -13.8% | +26.9% | +19.3% |
| 6M | +27.9% | +4.7% | +23.2% | +24.4% |
| YTD | +38.7% | -21.4% | +60.1% | +51.2% |
| 1Y | +40.4% | -6.7% | +47.1% | +42.8% |
| All | +67.5% | -22.9% | +90.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling