+67.5%
MAS vs ED
+46.7%
+20.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.7% | +5.0% |
| 7D | +14.2% | +5.4% | +8.8% | +13.0% |
| 30D | +26.8% | +16.4% | +10.5% | +23.3% |
| 3M | +13.1% | +11.9% | +1.3% | +10.7% |
| 6M | +27.9% | +11.6% | +16.4% | +25.1% |
| YTD | +38.7% | +24.1% | +14.6% | +33.3% |
| 1Y | +40.4% | +26.9% | +13.5% | +34.5% |
| All | +67.5% | +46.7% | +20.8% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling