+61.7%
MAS vs INDA
+14.0%
+47.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.6% | +5.5% | -1.0% | +0.6% |
| 30D | +19.9% | +7.0% | +12.8% | +14.3% |
| 3M | +8.9% | -0.6% | +9.5% | +9.3% |
| 6M | +20.2% | +1.7% | +18.4% | +18.8% |
| YTD | +33.9% | -7.5% | +41.3% | +39.6% |
| 1Y | +34.7% | -7.9% | +42.5% | +40.7% |
| All | +61.7% | +14.0% | +47.7% | +32.5% |
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 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