+1,151.8%
MAS vs FDS
+10,782.2%
-9,630.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.8% | +4.6% |
| 7D | +14.2% | +9.4% | +4.7% | +10.7% |
| 30D | +26.8% | +23.8% | +3.0% | +17.7% |
| 3M | +13.1% | +25.1% | -12.0% | +4.0% |
| 6M | +27.9% | +53.8% | -25.9% | +7.2% |
| YTD | +38.7% | +19.6% | +19.1% | +25.2% |
| 1Y | +40.4% | +31.6% | +8.7% | +21.9% |
| 3Y | +66.1% | -20.0% | +86.1% | +70.7% |
| 5Y | +47.4% | -18.6% | +66.0% | +50.3% |
| 10Y | +238.3% | +149.8% | +88.6% | +129.1% |
| All | +1,151.8% | +10,782.2% | -9,630.4% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling