+33.8%
MAS vs INDA
+13.1%
+20.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.7% | -1.5% | -1.2% |
| 30D | -5.6% | -0.8% | -4.8% | -5.0% |
| 3M | +4.4% | +3.9% | +0.5% | +1.9% |
| 6M | +7.2% | -0.7% | +7.9% | +7.5% |
| YTD | +16.1% | -7.7% | +23.8% | +21.3% |
| 1Y | +0.1% | -5.1% | +5.2% | +2.6% |
| All | +33.8% | +13.1% | +20.7% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling