+33.8%
MAS vs FDS
-27.9%
+61.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.4% |
| 7D | -0.8% | -1.9% | +1.2% | -0.5% |
| 30D | -5.6% | +9.0% | -14.6% | -7.0% |
| 3M | +4.4% | +18.9% | -14.4% | +1.2% |
| 6M | +7.2% | +35.1% | -27.9% | +0.6% |
| YTD | +16.1% | +5.5% | +10.6% | +17.1% |
| 1Y | +0.1% | -16.8% | +16.9% | +9.9% |
| All | +33.8% | -27.9% | +61.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling