+971.2%
MAS vs IT
+6,105.9%
-5,134.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.9% |
| 7D | -0.8% | -6.0% | +5.3% | +0.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +4.4% | +13.1% | -8.6% | -0.3% |
| 6M | +7.2% | +11.7% | -4.5% | +1.7% |
| YTD | +16.1% | -26.1% | +42.2% | +20.4% |
| 1Y | +0.1% | -21.3% | +21.3% | +1.8% |
| 3Y | +28.3% | -46.7% | +75.0% | +41.2% |
| 5Y | +30.5% | -40.5% | +71.0% | +39.0% |
| 10Y | +139.1% | +103.9% | +35.2% | +85.2% |
| All | +971.2% | +6,105.9% | -5,134.7% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling