+222.1%
MAS vs ES
+91.2%
+130.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -4.3% |
| 7D | +4.6% | +5.9% | -1.4% | +2.1% |
| 30D | +19.9% | +10.2% | +9.7% | +15.1% |
| 3M | +8.9% | +0.4% | +8.5% | +8.6% |
| 6M | +20.2% | +6.9% | +13.3% | +16.8% |
| YTD | +33.9% | +10.5% | +23.4% | +28.0% |
| 1Y | +34.7% | +3.2% | +31.5% | +31.6% |
| 3Y | +60.4% | +49.0% | +11.3% | +30.6% |
| 5Y | +43.5% | +4.5% | +39.0% | +35.9% |
| All | +222.1% | +91.2% | +130.8% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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