+1,200.3%
MAS vs HIG
+1,000.0%
+200.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +5.0% |
| 7D | +14.2% | +6.2% | +8.0% | +12.3% |
| 30D | +26.8% | +9.4% | +17.4% | +23.7% |
| 3M | +13.1% | -2.3% | +15.5% | +13.9% |
| 6M | +27.9% | +4.2% | +23.8% | +26.1% |
| YTD | +38.7% | +1.6% | +37.1% | +37.7% |
| 1Y | +40.4% | +9.9% | +30.5% | +36.3% |
| 3Y | +66.1% | +96.6% | -30.5% | +36.0% |
| 5Y | +47.4% | +112.1% | -64.7% | +17.9% |
| 10Y | +238.3% | +295.5% | -57.2% | +116.5% |
| All | +1,200.3% | +1,000.0% | +200.3% | +399.1% |
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