+217.1%
MAS vs LEN
+148.4%
+68.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | 0.0% |
| 7D | +2.4% | +2.1% | +0.3% | +1.2% |
| 30D | +19.8% | +16.6% | +3.3% | +10.8% |
| 3M | +9.8% | +5.3% | +4.5% | +6.4% |
| 6M | +15.8% | -0.8% | +16.5% | +15.5% |
| YTD | +31.8% | -11.7% | +43.6% | +39.1% |
| 1Y | +35.4% | -24.6% | +60.0% | +53.5% |
| 3Y | +59.2% | -18.7% | +77.9% | +72.2% |
| 5Y | +41.2% | -4.4% | +45.7% | +39.0% |
| All | +217.1% | +148.4% | +68.7% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling