+160.1%
MAS vs FND
+70.1%
+90.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.1% |
| 7D | +4.6% | +2.2% | +2.3% | +3.6% |
| 30D | +19.9% | +9.6% | +10.3% | +15.7% |
| 3M | +8.9% | -17.9% | +26.8% | +16.7% |
| 6M | +20.2% | +6.6% | +13.6% | +16.5% |
| YTD | +33.9% | -15.5% | +49.4% | +40.2% |
| 1Y | +34.7% | -16.2% | +50.9% | +41.2% |
| 3Y | +60.4% | -36.3% | +96.6% | +80.7% |
| 5Y | +43.5% | -61.4% | +104.8% | +80.3% |
| All | +160.1% | +70.1% | +90.0% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling