+34.9%
MAS vs ET
+22.7%
+12.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | +2.0% | -7.9% | +9.8% | -1.2% |
| 30D | +19.4% | -5.9% | +25.3% | +16.7% |
| 3M | +9.4% | -5.2% | +14.7% | +7.4% |
| 6M | +15.3% | +0.3% | +15.0% | +15.5% |
| YTD | +31.3% | +23.1% | +8.2% | +37.4% |
| 1Y | +34.9% | +22.7% | +12.1% | +41.1% |
| All | +34.9% | +22.7% | +12.2% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling