+212.3%
MAS vs ET
+160.8%
+51.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | +22.4% | -2.5% | +24.9% | +22.9% |
| 3M | +14.5% | -4.9% | +19.3% | +15.5% |
| 6M | +27.1% | -0.1% | +27.2% | +26.5% |
| YTD | +35.8% | +26.2% | +9.5% | +27.3% |
| 1Y | +39.4% | +25.2% | +14.3% | +30.9% |
| 3Y | +60.3% | +84.2% | -23.9% | +36.2% |
| 5Y | +39.4% | +216.1% | -176.6% | +4.0% |
| All | +212.3% | +160.8% | +51.5% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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