+222.1%
MAS vs IT
+109.0%
+113.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.1% |
| 7D | +4.6% | -12.0% | +16.5% | +8.3% |
| 30D | +19.9% | +7.1% | +12.8% | +17.1% |
| 3M | +8.9% | +6.3% | +2.6% | +5.9% |
| 6M | +20.2% | +32.5% | -12.3% | +6.6% |
| YTD | +33.9% | -21.5% | +55.4% | +39.5% |
| 1Y | +34.7% | -16.5% | +51.1% | +36.9% |
| 3Y | +60.4% | -48.8% | +109.2% | +90.5% |
| 5Y | +43.5% | -40.2% | +83.7% | +56.9% |
| All | +222.1% | +109.0% | +113.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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