+35.3%
MAS vs ES
-5.6%
+40.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +4.4% | +1.7% | +2.8% | +3.8% |
| 6M | +7.2% | -3.5% | +10.7% | +8.5% |
| YTD | +16.1% | +7.9% | +8.2% | +12.6% |
| 1Y | +0.1% | +17.2% | -17.1% | -7.0% |
| 3Y | +28.3% | +29.3% | -1.0% | +12.1% |
| All | +35.3% | -5.6% | +40.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling