+20.2%
MAS vs ESI
-29.0%
+49.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.6% | -2.4% |
| 7D | +4.6% | -13.1% | +17.7% | +6.4% |
| 30D | +19.9% | -18.5% | +38.4% | +23.3% |
| 3M | +8.9% | -19.6% | +28.5% | +12.1% |
| 6M | +20.2% | -29.8% | +49.9% | +23.9% |
| All | +20.2% | -29.0% | +49.2% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling