+43.5%
MAS vs ET
+202.1%
-158.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.1% |
| 7D | +4.6% | -8.1% | +12.6% | +6.9% |
| 30D | +19.9% | -7.5% | +27.4% | +22.2% |
| 3M | +8.9% | -4.1% | +13.0% | +9.7% |
| 6M | +20.2% | -2.7% | +22.8% | +20.1% |
| YTD | +33.9% | +22.6% | +11.3% | +23.6% |
| 1Y | +34.7% | +22.0% | +12.7% | +24.3% |
| 3Y | +60.4% | +72.8% | -12.4% | +29.4% |
| 5Y | +43.5% | +201.4% | -158.0% | +4.8% |
| All | +43.5% | +202.1% | -158.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling