+47.4%
MAS vs FIVE
+23.2%
+24.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.7% | -1.1% | +3.8% |
| 7D | +14.2% | +7.5% | +6.7% | +12.0% |
| 30D | +26.8% | +16.7% | +10.1% | +21.6% |
| 3M | +13.1% | +13.4% | -0.2% | +9.0% |
| 6M | +27.9% | +9.0% | +18.9% | +23.6% |
| YTD | +38.7% | +33.8% | +4.9% | +25.9% |
| 1Y | +40.4% | +61.2% | -20.8% | +20.8% |
| 3Y | +66.1% | +42.1% | +24.0% | +40.2% |
| 5Y | +47.4% | +21.4% | +26.0% | +23.7% |
| All | +47.4% | +23.2% | +24.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling