+215.9%
MAS vs FFIV
+126.1%
+89.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | -8.1% | +10.1% | +4.9% |
| 30D | +19.4% | -33.4% | +52.8% | +35.4% |
| 3M | +9.4% | -24.7% | +34.2% | +17.8% |
| 6M | +15.3% | -8.8% | +24.2% | +14.7% |
| YTD | +31.3% | +21.8% | +9.5% | +14.3% |
| 1Y | +34.9% | +25.3% | +9.6% | +15.9% |
| 3Y | +58.6% | +101.2% | -42.6% | +8.5% |
| 5Y | +40.7% | +40.2% | +0.5% | +8.8% |
| All | +215.9% | +126.1% | +89.8% | +78.1% |
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