+988.9%
MAS vs HIG
+1,002.1%
-13.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -5.6% | -3.2% | -2.3% | -4.7% |
| 3M | +4.4% | +9.1% | -4.7% | +1.6% |
| 6M | +7.2% | -1.8% | +9.0% | +7.4% |
| YTD | +16.1% | +1.8% | +14.3% | +15.2% |
| 1Y | +0.1% | +4.6% | -4.5% | -1.5% |
| 3Y | +28.3% | +101.6% | -73.3% | +4.2% |
| 5Y | +30.5% | +124.5% | -94.0% | +2.6% |
| 10Y | +139.1% | +317.8% | -178.7% | +50.7% |
| All | +988.9% | +1,002.1% | -13.2% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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