+140.2%
MAS vs IT
+103.9%
+36.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.2% |
| 7D | -0.8% | -6.0% | +5.3% | +1.0% |
| 30D | -5.6% | 0.0% | -5.6% | -5.9% |
| 3M | +4.4% | +13.1% | -8.6% | -1.4% |
| 6M | +7.2% | +11.7% | -4.5% | +0.3% |
| YTD | +16.1% | -26.1% | +42.2% | +23.9% |
| 1Y | +0.1% | -21.3% | +21.3% | +3.6% |
| 3Y | +28.3% | -46.7% | +75.0% | +49.2% |
| 5Y | +30.5% | -40.5% | +71.0% | +42.8% |
| All | +140.2% | +103.9% | +36.3% | +57.3% |
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