+140.2%
MAS vs LEN
+109.8%
+30.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | -0.8% | -3.2% | +2.4% | +0.9% |
| 30D | -5.6% | -4.9% | -0.7% | -3.2% |
| 3M | +4.4% | -8.5% | +12.9% | +9.2% |
| 6M | +7.2% | -20.7% | +27.9% | +20.1% |
| YTD | +16.1% | -17.4% | +33.5% | +27.4% |
| 1Y | +0.1% | -38.2% | +38.3% | +25.8% |
| 3Y | +28.3% | -24.9% | +53.2% | +45.1% |
| 5Y | +30.5% | -11.4% | +41.9% | +33.7% |
| All | +140.2% | +109.8% | +30.4% | +46.6% |
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