+43.5%
MAS vs ESI
+24.6%
+18.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.6% | +0.1% |
| 7D | +4.6% | -13.1% | +17.7% | +10.8% |
| 30D | +19.9% | -18.5% | +38.4% | +30.0% |
| 3M | +8.9% | -19.6% | +28.5% | +18.1% |
| 6M | +20.2% | -29.8% | +49.9% | +36.5% |
| YTD | +33.9% | +23.9% | +10.0% | +10.0% |
| 1Y | +34.7% | +15.0% | +19.7% | +14.8% |
| 3Y | +60.4% | +64.3% | -4.0% | +5.2% |
| 5Y | +43.5% | +26.3% | +17.1% | +4.4% |
| All | +43.5% | +24.6% | +18.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling