+331.8%
MAS vs ET
+1,435.0%
-1,103.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | +0.9% | -1.6% | -1.0% |
| 30D | -5.6% | +7.5% | -13.0% | -7.4% |
| 3M | +4.4% | +11.4% | -7.0% | +1.2% |
| 6M | +7.2% | +18.5% | -11.3% | +2.0% |
| YTD | +16.1% | +37.4% | -21.3% | +6.1% |
| 1Y | +0.1% | +30.9% | -30.8% | -7.4% |
| 3Y | +28.3% | +98.7% | -70.4% | +5.3% |
| 5Y | +30.5% | +230.7% | -200.2% | -7.5% |
| 10Y | +139.1% | +175.6% | -36.4% | +62.9% |
| All | +331.8% | +1,435.0% | -1,103.2% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling