+140.2%
MAS vs ESI
+316.2%
-176.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +0.6% |
| 7D | -0.8% | +3.3% | -4.1% | -2.1% |
| 30D | -5.6% | -5.9% | +0.3% | -3.5% |
| 3M | +4.4% | -14.1% | +18.5% | +9.6% |
| 6M | +7.2% | +6.6% | +0.6% | +1.3% |
| YTD | +16.1% | +45.0% | -28.9% | -4.3% |
| 1Y | +0.1% | +41.5% | -41.4% | -17.1% |
| 3Y | +28.3% | +78.8% | -50.5% | -5.7% |
| 5Y | +30.5% | +70.9% | -40.4% | -3.9% |
| All | +140.2% | +316.2% | -176.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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