+35.3%
MAS vs FFIV
+91.3%
-56.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | -5.6% | -5.1% | -0.5% | -4.0% |
| 3M | +4.4% | -4.5% | +8.9% | +5.6% |
| 6M | +7.2% | +36.5% | -29.3% | -7.3% |
| YTD | +16.1% | +53.0% | -36.9% | -5.5% |
| 1Y | +0.1% | +24.2% | -24.1% | -11.1% |
| 3Y | +28.3% | +137.2% | -108.9% | -19.6% |
| All | +35.3% | +91.3% | -56.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling