+67.5%
MAS vs FFIV
+114.5%
-47.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +5.7% |
| 7D | +14.2% | -9.8% | +24.0% | +16.3% |
| 30D | +26.8% | -28.1% | +54.9% | +34.2% |
| 3M | +13.1% | -20.0% | +33.1% | +16.2% |
| 6M | +27.9% | -0.1% | +28.0% | +22.9% |
| YTD | +38.7% | +29.2% | +9.5% | +20.7% |
| 1Y | +40.4% | +36.6% | +3.8% | +19.4% |
| All | +67.5% | +114.5% | -47.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling