+212.3%
MAS vs INDA
+115.4%
+96.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +3.0% | +1.1% | +1.9% | +2.3% |
| 30D | +22.4% | +9.4% | +13.0% | +16.3% |
| 3M | +14.5% | +2.9% | +11.5% | +12.6% |
| 6M | +27.1% | +7.2% | +19.9% | +22.4% |
| YTD | +35.8% | -4.8% | +40.6% | +39.8% |
| 1Y | +39.4% | -5.1% | +44.5% | +43.7% |
| 3Y | +60.3% | +16.7% | +43.6% | +46.2% |
| 5Y | +39.4% | +8.8% | +30.7% | +31.9% |
| All | +212.3% | +115.4% | +96.9% | +93.1% |
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