+61.7%
MAS vs LEN
-15.5%
+77.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.0% |
| 7D | +4.6% | +7.2% | -2.6% | +0.1% |
| 30D | +19.9% | +19.1% | +0.8% | +7.4% |
| 3M | +8.9% | +4.9% | +4.0% | +5.0% |
| 6M | +20.2% | +7.6% | +12.6% | +13.8% |
| YTD | +33.9% | -8.9% | +42.8% | +39.7% |
| 1Y | +34.7% | -22.7% | +57.4% | +53.9% |
| All | +61.7% | -15.5% | +77.2% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling