+215.9%
MAS vs IT
+100.5%
+115.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.7% |
| 7D | +2.0% | -16.9% | +18.9% | +7.4% |
| 30D | +19.4% | +2.3% | +17.1% | +18.2% |
| 3M | +9.4% | +2.9% | +6.6% | +7.5% |
| 6M | +15.3% | +25.9% | -10.5% | +3.9% |
| YTD | +31.3% | -24.6% | +56.0% | +38.4% |
| 1Y | +34.9% | -16.0% | +50.9% | +36.4% |
| 3Y | +58.6% | -51.6% | +110.2% | +91.9% |
| 5Y | +40.7% | -42.6% | +83.3% | +55.7% |
| All | +215.9% | +100.5% | +115.3% | +96.0% |
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