+751.5%
MAS vs FIVE
+867.4%
-116.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.7% | -1.1% | +3.9% |
| 7D | +14.2% | +7.5% | +6.7% | +12.1% |
| 30D | +26.8% | +16.7% | +10.1% | +21.9% |
| 3M | +13.1% | +13.4% | -0.2% | +9.3% |
| 6M | +27.9% | +9.0% | +18.9% | +23.9% |
| YTD | +38.7% | +33.8% | +4.9% | +26.9% |
| 1Y | +40.4% | +61.2% | -20.8% | +22.3% |
| 3Y | +66.1% | +42.1% | +24.0% | +39.9% |
| 5Y | +47.4% | +21.4% | +26.0% | +25.6% |
| 10Y | +238.3% | +609.1% | -370.7% | +84.8% |
| All | +751.5% | +867.4% | -116.0% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling