+140.2%
MAS vs FIVE
+478.4%
-338.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.4% |
| 7D | -0.8% | +4.3% | -5.0% | -1.9% |
| 30D | -5.6% | +12.5% | -18.1% | -8.8% |
| 3M | +4.4% | +31.2% | -26.8% | -3.5% |
| 6M | +7.2% | +14.4% | -7.2% | +2.0% |
| YTD | +16.1% | +33.9% | -17.8% | +5.5% |
| 1Y | +0.1% | +65.1% | -65.0% | -14.6% |
| 3Y | +28.3% | +49.0% | -20.7% | +5.1% |
| 5Y | +30.5% | +30.3% | +0.2% | +7.4% |
| All | +140.2% | +478.4% | -338.3% | +35.3% |
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