+40.4%
MAS vs IRE
-97.6%
+137.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -23.2% | +28.9% | +5.8% |
| 7D | +14.2% | -46.8% | +61.0% | +14.7% |
| 30D | +26.8% | -75.5% | +102.3% | +28.8% |
| 3M | +13.1% | -79.4% | +92.5% | +14.9% |
| 6M | +27.9% | -91.3% | +119.2% | +30.4% |
| YTD | +38.7% | -90.8% | +129.5% | +39.7% |
| 1Y | +40.4% | -97.7% | +138.1% | +43.1% |
| All | +40.4% | -97.6% | +137.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling