+222.1%
MAS vs FFIV
+126.7%
+95.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | -1.6% |
| 7D | +4.6% | -14.2% | +18.8% | +10.0% |
| 30D | +19.9% | -33.6% | +53.5% | +36.2% |
| 3M | +8.9% | -24.2% | +33.1% | +17.0% |
| 6M | +20.2% | -8.3% | +28.4% | +19.2% |
| YTD | +33.9% | +22.1% | +11.8% | +16.5% |
| 1Y | +34.7% | +26.5% | +8.2% | +15.3% |
| 3Y | +60.4% | +102.3% | -41.9% | +9.5% |
| 5Y | +43.5% | +40.6% | +2.8% | +10.8% |
| All | +222.1% | +126.7% | +95.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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