+140.2%
MAS vs ES
+84.4%
+55.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -5.6% | -2.0% | -3.6% | -4.8% |
| 3M | +4.4% | +1.7% | +2.8% | +3.7% |
| 6M | +7.2% | -3.5% | +10.7% | +8.6% |
| YTD | +16.1% | +7.9% | +8.2% | +12.1% |
| 1Y | +0.1% | +17.2% | -17.1% | -7.7% |
| 3Y | +28.3% | +29.3% | -1.0% | +10.9% |
| 5Y | +30.5% | -5.7% | +36.2% | +29.1% |
| All | +140.2% | +84.4% | +55.8% | +86.0% |
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