+1,682.0%
MAS vs ES
+1,247.8%
+434.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.6% | +4.9% |
| 7D | +14.2% | +5.3% | +8.8% | +12.1% |
| 30D | +26.8% | +8.9% | +17.9% | +23.0% |
| 3M | +13.1% | -1.9% | +15.1% | +13.9% |
| 6M | +27.9% | +3.9% | +24.0% | +26.1% |
| YTD | +38.7% | +8.3% | +30.4% | +34.4% |
| 1Y | +40.4% | -0.1% | +40.5% | +39.3% |
| 3Y | +66.1% | +46.0% | +20.1% | +41.1% |
| 5Y | +47.4% | +3.1% | +44.4% | +41.3% |
| 10Y | +238.3% | +88.4% | +149.9% | +156.8% |
| All | +1,682.0% | +1,247.8% | +434.2% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling