+67.5%
MAS vs ESI
+79.1%
-11.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.3% | +7.2% |
| 7D | +14.2% | -6.6% | +20.7% | +16.6% |
| 30D | +26.8% | -10.9% | +37.7% | +31.2% |
| 3M | +13.1% | -13.8% | +27.0% | +18.0% |
| 6M | +27.9% | -21.5% | +49.5% | +36.2% |
| YTD | +38.7% | +34.7% | +4.0% | +13.7% |
| 1Y | +40.4% | +24.9% | +15.5% | +18.9% |
| All | +67.5% | +79.1% | -11.7% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling