+824.6%
MAS vs INDA
+115.6%
+709.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.6% | +5.5% | -1.0% | +1.6% |
| 30D | +19.9% | +7.0% | +12.8% | +15.7% |
| 3M | +8.9% | -0.6% | +9.5% | +9.3% |
| 6M | +20.2% | +1.7% | +18.4% | +19.3% |
| YTD | +33.9% | -7.5% | +41.3% | +39.8% |
| 1Y | +34.7% | -7.9% | +42.5% | +40.8% |
| 3Y | +60.4% | +14.1% | +46.3% | +49.5% |
| 5Y | +43.5% | +7.4% | +36.0% | +37.9% |
| 10Y | +226.7% | +98.7% | +128.0% | +122.2% |
| All | +824.6% | +115.6% | +709.0% | +481.9% |
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