+701.8%
MAS vs INDA
+115.1%
+586.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | -5.6% | -0.8% | -4.8% | -5.2% |
| 3M | +4.4% | +3.9% | +0.5% | +2.5% |
| 6M | +7.2% | -0.7% | +7.9% | +7.8% |
| YTD | +16.1% | -7.7% | +23.8% | +21.3% |
| 1Y | +0.1% | -5.1% | +5.2% | +2.9% |
| 3Y | +28.3% | +13.6% | +14.7% | +19.7% |
| 5Y | +30.5% | +7.8% | +22.7% | +25.0% |
| 10Y | +139.1% | +84.6% | +54.5% | +67.9% |
| All | +701.8% | +115.1% | +586.7% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling