+366.5%
MAS vs EFV
+240.5%
+126.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -0.6% |
| 7D | +2.0% | -0.7% | +2.6% | +2.7% |
| 30D | +19.4% | +0.9% | +18.5% | +18.6% |
| 3M | +9.4% | -3.6% | +13.0% | +13.5% |
| 6M | +15.3% | +2.5% | +12.8% | +12.8% |
| YTD | +31.3% | +13.2% | +18.1% | +16.8% |
| 1Y | +34.9% | +20.3% | +14.5% | +13.2% |
| 3Y | +58.6% | +84.9% | -26.3% | -12.1% |
| 5Y | +40.7% | +87.7% | -47.0% | -23.3% |
| 10Y | +220.4% | +160.7% | +59.7% | +23.1% |
| All | +366.5% | +240.5% | +126.0% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling