+34.9%
MAS vs FND
-16.0%
+50.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +2.0% | +7.7% | -5.7% | -1.8% |
| 30D | +19.4% | +11.9% | +7.5% | +12.6% |
| 3M | +9.4% | -14.6% | +24.0% | +17.3% |
| 6M | +15.3% | +0.5% | +14.9% | +13.5% |
| YTD | +31.3% | -15.8% | +47.1% | +39.3% |
| 1Y | +34.9% | -12.9% | +47.8% | +40.8% |
| All | +34.9% | -16.0% | +50.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling