+1,682.0%
MAS vs ED
+2,498.3%
-816.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.7% | +4.4% |
| 7D | +14.2% | +5.4% | +8.8% | +11.8% |
| 30D | +26.8% | +16.4% | +10.5% | +19.2% |
| 3M | +13.1% | +11.9% | +1.3% | +8.0% |
| 6M | +27.9% | +11.6% | +16.4% | +22.1% |
| YTD | +38.7% | +24.1% | +14.6% | +26.3% |
| 1Y | +40.4% | +26.9% | +13.5% | +26.5% |
| 3Y | +66.1% | +47.9% | +18.2% | +37.8% |
| 5Y | +47.4% | +87.5% | -40.0% | +9.5% |
| 10Y | +238.3% | +133.2% | +105.1% | +120.0% |
| All | +1,682.0% | +2,498.3% | -816.3% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling