+222.1%
MAS vs ED
+134.8%
+87.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.8% |
| 7D | +4.6% | +5.2% | -0.6% | +2.7% |
| 30D | +19.9% | +15.5% | +4.4% | +13.9% |
| 3M | +8.9% | +13.0% | -4.1% | +4.2% |
| 6M | +20.2% | +13.1% | +7.0% | +14.9% |
| YTD | +33.9% | +25.3% | +8.6% | +23.1% |
| 1Y | +34.7% | +30.5% | +4.1% | +21.9% |
| 3Y | +60.4% | +49.3% | +11.1% | +35.1% |
| 5Y | +43.5% | +84.6% | -41.1% | +10.6% |
| All | +222.1% | +134.8% | +87.2% | +135.8% |
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