+216.3%
MAS vs EQX
+208.5%
+7.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +2.0% | +18.8% | -16.8% | +0.6% |
| 30D | +19.4% | +5.2% | +14.2% | +18.8% |
| 3M | +9.4% | +7.5% | +1.9% | +8.6% |
| 6M | +15.3% | -19.6% | +34.9% | +16.5% |
| YTD | +31.3% | -17.6% | +48.9% | +31.7% |
| 1Y | +34.9% | +1.4% | +33.5% | +33.2% |
| 3Y | +58.6% | +139.0% | -80.4% | +43.7% |
| 5Y | +40.7% | +48.9% | -8.2% | +25.0% |
| All | +216.3% | +208.5% | +7.8% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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