+214.8%
MAS vs EFV
+159.5%
+55.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +3.6% | +2.1% | +1.4% | +1.8% |
| 30D | +23.8% | +3.1% | +20.8% | +20.8% |
| 3M | +14.4% | -1.3% | +15.7% | +16.0% |
| 6M | +19.7% | +6.0% | +13.7% | +14.0% |
| YTD | +36.0% | +15.8% | +20.1% | +19.7% |
| 1Y | +40.4% | +21.1% | +19.3% | +18.9% |
| 3Y | +58.9% | +91.0% | -32.1% | -9.9% |
| 5Y | +44.5% | +94.3% | -49.8% | -19.3% |
| 10Y | +214.8% | +160.4% | +54.3% | +27.9% |
| All | +214.8% | +159.5% | +55.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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