+312.5%
MAS vs EFV
+258.8%
+53.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.8% | +1.5% | -2.2% | -2.2% |
| 30D | -5.6% | +1.7% | -7.3% | -7.1% |
| 3M | +4.4% | +8.6% | -4.2% | -3.5% |
| 6M | +7.2% | +11.7% | -4.5% | -3.4% |
| YTD | +16.1% | +19.3% | -3.2% | -1.9% |
| 1Y | +0.1% | +30.2% | -30.1% | -22.2% |
| 3Y | +28.3% | +91.6% | -63.3% | -31.4% |
| 5Y | +30.5% | +96.4% | -65.9% | -32.1% |
| 10Y | +139.1% | +166.5% | -27.3% | -10.0% |
| All | +312.5% | +258.8% | +53.7% | +24.0% |
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 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