+222.1%
MAS vs FIVE
+566.1%
-344.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.8% | -2.3% |
| 7D | +4.6% | -1.7% | +6.3% | +5.1% |
| 30D | +19.9% | +14.9% | +4.9% | +15.4% |
| 3M | +8.9% | +7.6% | +1.3% | +6.4% |
| 6M | +20.2% | +6.4% | +13.7% | +16.9% |
| YTD | +33.9% | +28.1% | +5.8% | +23.0% |
| 1Y | +34.7% | +54.7% | -20.1% | +17.2% |
| 3Y | +60.4% | +36.1% | +24.3% | +35.0% |
| 5Y | +43.5% | +14.9% | +28.6% | +22.4% |
| All | +222.1% | +566.1% | -344.0% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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