+163.1%
MAS vs FND
+61.4%
+101.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.1% |
| 7D | +1.2% | -5.1% | +6.3% | +3.1% |
| 30D | +21.6% | +9.2% | +12.4% | +17.5% |
| 3M | +14.1% | -17.7% | +31.8% | +22.2% |
| 6M | +22.6% | +2.5% | +20.1% | +20.7% |
| YTD | +35.4% | -19.8% | +55.2% | +44.6% |
| 1Y | +37.5% | -22.7% | +60.2% | +48.5% |
| 3Y | +58.3% | -38.3% | +96.6% | +80.7% |
| 5Y | +39.1% | -63.0% | +102.1% | +77.7% |
| All | +163.1% | +61.4% | +101.7% | +121.4% |
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