+40.4%
MAS vs EFV
+21.7%
+18.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +3.6% | +2.1% | +1.4% | +1.3% |
| 30D | +23.8% | +3.1% | +20.8% | +20.1% |
| 3M | +14.4% | -1.3% | +15.7% | +16.1% |
| 6M | +19.7% | +6.0% | +13.7% | +12.8% |
| YTD | +36.0% | +15.8% | +20.1% | +14.4% |
| 1Y | +40.4% | +21.1% | +19.3% | +11.0% |
| All | +40.4% | +21.7% | +18.7% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling