+215.9%
MAS vs INDA
+99.5%
+116.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.9% |
| 7D | +2.0% | +6.6% | -4.7% | -1.8% |
| 30D | +19.4% | +10.4% | +9.0% | +12.8% |
| 3M | +9.4% | +1.5% | +7.9% | +8.5% |
| 6M | +15.3% | +1.7% | +13.6% | +14.4% |
| YTD | +31.3% | -5.8% | +37.2% | +36.1% |
| 1Y | +34.9% | -5.1% | +40.0% | +39.0% |
| 3Y | +58.6% | +16.0% | +42.6% | +45.3% |
| 5Y | +40.7% | +9.3% | +31.4% | +33.0% |
| All | +215.9% | +99.5% | +116.3% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling