+39.4%
MAS vs FND
-24.7%
+64.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.3% |
| 7D | +3.0% | -6.8% | +9.8% | +6.6% |
| 30D | +22.4% | +8.0% | +14.4% | +17.5% |
| 3M | +14.5% | -18.9% | +33.4% | +25.9% |
| 6M | +27.1% | +4.7% | +22.4% | +23.3% |
| YTD | +35.8% | -21.6% | +57.3% | +49.0% |
| 1Y | +39.4% | -22.0% | +61.4% | +53.0% |
| All | +39.4% | -24.7% | +64.1% | +53.0% |
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