+21.7%
MAS vs IRE
-98.0%
+119.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -33.9% | +30.5% | -3.2% |
| 7D | +4.6% | -57.1% | +61.7% | +5.1% |
| 30D | +19.9% | -84.4% | +104.3% | +22.0% |
| 3M | +8.9% | -85.0% | +93.8% | +10.6% |
| 6M | +20.2% | -95.2% | +115.4% | +22.8% |
| YTD | +33.9% | -93.9% | +127.8% | +35.3% |
| 1Y | +34.7% | -98.8% | +133.5% | +38.0% |
| All | +21.7% | -98.0% | +119.7% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling