+37.5%
MAS vs ET
+24.8%
+12.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.6% |
| 7D | +1.2% | +3.0% | -1.9% | +2.3% |
| 30D | +21.6% | -3.5% | +25.0% | +20.1% |
| 3M | +14.1% | -5.6% | +19.7% | +11.8% |
| 6M | +22.6% | +0.5% | +22.1% | +23.5% |
| YTD | +35.4% | +26.3% | +9.1% | +42.4% |
| 1Y | +37.5% | +25.7% | +11.8% | +44.3% |
| All | +37.5% | +24.8% | +12.6% | +44.3% |
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 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