+47.4%
MAS vs FFIV
+48.7%
-1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +5.8% |
| 7D | +14.2% | -9.8% | +24.0% | +17.7% |
| 30D | +26.8% | -28.1% | +54.9% | +39.1% |
| 3M | +13.1% | -20.0% | +33.1% | +18.6% |
| 6M | +27.9% | -0.1% | +28.0% | +22.0% |
| YTD | +38.7% | +29.2% | +9.5% | +16.2% |
| 1Y | +40.4% | +36.6% | +3.8% | +14.4% |
| 3Y | +66.1% | +114.0% | -47.9% | +2.9% |
| 5Y | +47.4% | +48.1% | -0.7% | +2.3% |
| All | +47.4% | +48.7% | -1.3% | +2.3% |
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