+33.8%
MAS vs FND
-49.4%
+83.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | -0.8% | -5.2% | +4.5% | +1.6% |
| 30D | -5.6% | -19.9% | +14.3% | +4.4% |
| 3M | +4.4% | +2.7% | +1.7% | +2.6% |
| 6M | +7.2% | -21.7% | +28.9% | +18.1% |
| YTD | +16.1% | -17.5% | +33.6% | +24.4% |
| 1Y | +0.1% | -39.3% | +39.4% | +22.4% |
| All | +33.8% | -49.4% | +83.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling