+215.9%
MAS vs ET
+209.4%
+6.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +2.0% | -7.9% | +9.8% | +3.8% |
| 30D | +19.4% | -5.9% | +25.3% | +20.9% |
| 3M | +9.4% | -5.2% | +14.7% | +10.5% |
| 6M | +15.3% | +0.3% | +15.0% | +14.6% |
| YTD | +31.3% | +23.1% | +8.2% | +24.0% |
| 1Y | +34.9% | +22.7% | +12.1% | +27.3% |
| 3Y | +58.6% | +75.4% | -16.8% | +36.7% |
| 5Y | +40.7% | +202.6% | -161.9% | +6.7% |
| All | +215.9% | +209.4% | +6.5% | +134.5% |
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