+61.7%
MAS vs FIVE
+35.4%
+26.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.8% | -2.5% |
| 7D | +4.6% | -1.7% | +6.3% | +4.9% |
| 30D | +19.9% | +14.9% | +4.9% | +16.6% |
| 3M | +8.9% | +7.6% | +1.3% | +7.1% |
| 6M | +20.2% | +6.4% | +13.7% | +17.8% |
| YTD | +33.9% | +28.1% | +5.8% | +25.9% |
| 1Y | +34.7% | +54.7% | -20.1% | +21.6% |
| All | +61.7% | +35.4% | +26.3% | +27.7% |
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