+397.9%
MAS vs ET
+1,270.1%
-872.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.1% |
| 7D | +4.6% | -8.1% | +12.6% | +6.8% |
| 30D | +19.9% | -7.5% | +27.4% | +22.1% |
| 3M | +8.9% | -4.1% | +13.0% | +9.7% |
| 6M | +20.2% | -2.7% | +22.8% | +20.3% |
| YTD | +33.9% | +22.6% | +11.3% | +25.8% |
| 1Y | +34.7% | +22.0% | +12.7% | +26.6% |
| 3Y | +60.4% | +72.8% | -12.4% | +36.3% |
| 5Y | +43.5% | +201.4% | -158.0% | +4.2% |
| 10Y | +226.7% | +211.8% | +14.9% | +114.1% |
| All | +397.9% | +1,270.1% | -872.2% | +15.9% |
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 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