+217.1%
MAS vs ET
+209.4%
+7.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +2.4% | -7.9% | +10.2% | +4.2% |
| 30D | +19.8% | -5.9% | +25.8% | +21.3% |
| 3M | +9.8% | -5.2% | +15.1% | +10.9% |
| 6M | +15.8% | +0.3% | +15.5% | +15.1% |
| YTD | +31.8% | +23.1% | +8.7% | +24.5% |
| 1Y | +35.4% | +22.7% | +12.6% | +27.8% |
| 3Y | +59.2% | +75.4% | -16.2% | +37.3% |
| 5Y | +41.2% | +202.6% | -161.4% | +7.1% |
| All | +217.1% | +209.4% | +7.7% | +135.4% |
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