+40.4%
MAS vs LEN
-21.9%
+62.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.4% | +1.4% |
| 7D | +14.2% | +10.5% | +3.7% | +7.5% |
| 30D | +26.8% | +24.6% | +2.2% | +10.8% |
| 3M | +13.1% | +6.6% | +6.5% | +8.3% |
| 6M | +27.9% | +10.6% | +17.3% | +19.5% |
| YTD | +38.7% | -8.3% | +47.0% | +44.8% |
| 1Y | +40.4% | -22.5% | +62.9% | +54.9% |
| All | +40.4% | -21.9% | +62.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling