+214.8%
MAS vs FDS
+127.5%
+87.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +3.6% | -2.0% | +5.6% | +4.4% |
| 30D | +23.8% | +13.5% | +10.3% | +17.8% |
| 3M | +14.4% | +15.2% | -0.7% | +7.5% |
| 6M | +19.7% | +47.0% | -27.3% | -0.6% |
| YTD | +36.0% | +13.9% | +22.1% | +24.7% |
| 1Y | +40.4% | +25.2% | +15.2% | +22.1% |
| 3Y | +58.9% | -25.3% | +84.3% | +76.1% |
| 5Y | +44.5% | -23.3% | +67.8% | +56.3% |
| 10Y | +214.8% | +126.0% | +88.7% | +86.8% |
| All | +214.8% | +127.5% | +87.3% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling