+43.5%
MAS vs FDS
-19.3%
+62.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +4.6% | +6.4% | -1.8% | +2.6% |
| 30D | +19.9% | +25.2% | -5.3% | +12.0% |
| 3M | +8.9% | +22.9% | -14.0% | +1.8% |
| 6M | +20.2% | +56.5% | -36.4% | +2.0% |
| YTD | +33.9% | +19.0% | +14.9% | +26.5% |
| 1Y | +34.7% | +32.7% | +1.9% | +19.7% |
| 3Y | +60.4% | -20.4% | +80.8% | +81.3% |
| 5Y | +43.5% | -19.6% | +63.0% | +59.7% |
| All | +43.5% | -19.3% | +62.7% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling