+60.7%
MAS vs FND
-35.3%
+96.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -1.8% | -4.4% | +2.6% | +0.3% |
| 30D | +23.6% | +14.5% | +9.1% | +15.6% |
| 3M | +12.4% | -15.6% | +28.0% | +21.1% |
| 6M | +21.9% | +4.7% | +17.1% | +17.9% |
| YTD | +36.1% | -16.1% | +52.3% | +44.3% |
| 1Y | +39.5% | -16.0% | +55.5% | +47.4% |
| All | +60.7% | -35.3% | +96.0% | +81.6% |
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