+217.0%
MAS vs ED
+141.1%
+75.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | +23.6% | +11.2% | +12.4% | +19.0% |
| 3M | +12.4% | +11.8% | +0.7% | +8.0% |
| 6M | +21.9% | +14.1% | +7.8% | +16.1% |
| YTD | +36.1% | +23.0% | +13.2% | +25.9% |
| 1Y | +39.5% | +23.7% | +15.8% | +28.6% |
| 3Y | +59.1% | +47.7% | +11.4% | +34.3% |
| 5Y | +44.4% | +82.6% | -38.2% | +11.3% |
| 10Y | +217.0% | +141.8% | +75.2% | +125.7% |
| All | +217.0% | +141.1% | +75.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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