+34.9%
MAS vs ESI
+16.5%
+18.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | +2.0% | -8.5% | +10.5% | +3.7% |
| 30D | +19.4% | -15.7% | +35.0% | +23.3% |
| 3M | +9.4% | -18.2% | +27.7% | +13.7% |
| 6M | +15.3% | -28.8% | +44.2% | +22.7% |
| YTD | +31.3% | +26.3% | +5.1% | +13.3% |
| 1Y | +34.9% | +18.2% | +16.6% | +18.7% |
| All | +34.9% | +16.5% | +18.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling