+39.4%
MAS vs ET
+25.8%
+13.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.0% | +2.5% | +0.5% | +4.0% |
| 30D | +22.4% | -2.5% | +24.9% | +21.3% |
| 3M | +14.5% | -4.9% | +19.3% | +12.5% |
| 6M | +27.1% | -0.1% | +27.2% | +27.9% |
| YTD | +35.8% | +26.2% | +9.5% | +42.5% |
| 1Y | +39.4% | +25.2% | +14.3% | +45.9% |
| All | +39.4% | +25.8% | +13.6% | +45.9% |
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