+211.6%
MAS vs IT
+88.7%
+122.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.2% | -3.7% | +4.8% | +2.3% |
| 30D | +21.6% | -3.1% | +24.7% | +22.4% |
| 3M | +14.1% | +6.3% | +7.8% | +11.1% |
| 6M | +22.6% | +24.8% | -2.2% | +10.8% |
| YTD | +35.4% | -24.4% | +59.8% | +42.6% |
| 1Y | +37.5% | -17.1% | +54.5% | +39.7% |
| 3Y | +58.3% | -53.6% | +112.0% | +95.1% |
| 5Y | +39.1% | -42.5% | +81.6% | +53.9% |
| All | +211.6% | +88.7% | +122.9% | +103.2% |
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