+40.4%
MAS vs INDA
-7.3%
+47.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +3.0% |
| 7D | +14.2% | +6.9% | +7.2% | +7.3% |
| 30D | +26.8% | +7.4% | +19.4% | +18.8% |
| 3M | +13.1% | -1.0% | +14.1% | +14.1% |
| 6M | +27.9% | +2.9% | +25.0% | +24.8% |
| YTD | +38.7% | -7.4% | +46.1% | +39.3% |
| 1Y | +40.4% | -7.4% | +47.8% | +41.5% |
| All | +40.4% | -7.3% | +47.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling