+67.5%
MAS vs FIVE
+41.4%
+26.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.7% | -1.1% | +4.2% |
| 7D | +14.2% | +7.5% | +6.7% | +12.5% |
| 30D | +26.8% | +16.7% | +10.1% | +22.8% |
| 3M | +13.1% | +13.4% | -0.2% | +10.0% |
| 6M | +27.9% | +9.0% | +18.9% | +24.8% |
| YTD | +38.7% | +33.8% | +4.9% | +29.2% |
| 1Y | +40.4% | +61.2% | -20.8% | +25.6% |
| All | +67.5% | +41.4% | +26.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling