+47.4%
MAS vs ES
+2.3%
+45.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.6% | +4.8% |
| 7D | +14.2% | +5.3% | +8.8% | +12.0% |
| 30D | +26.8% | +8.9% | +17.9% | +22.8% |
| 3M | +13.1% | -1.9% | +15.1% | +13.9% |
| 6M | +27.9% | +3.9% | +24.0% | +26.0% |
| YTD | +38.7% | +8.3% | +30.4% | +34.2% |
| 1Y | +40.4% | -0.1% | +40.5% | +39.2% |
| 3Y | +66.1% | +46.0% | +20.1% | +36.3% |
| 5Y | +47.4% | +3.1% | +44.4% | +43.5% |
| All | +47.4% | +2.3% | +45.1% | +43.5% |
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