+58.6%
MAS vs LEN
-18.1%
+76.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | 0.0% |
| 7D | +2.0% | +2.1% | -0.1% | +0.6% |
| 30D | +19.4% | +16.6% | +2.8% | +8.4% |
| 3M | +9.4% | +5.3% | +4.1% | +5.2% |
| 6M | +15.3% | -0.8% | +16.1% | +14.8% |
| YTD | +31.3% | -11.7% | +43.1% | +39.7% |
| 1Y | +34.9% | -24.6% | +59.5% | +56.4% |
| 3Y | +58.6% | -18.7% | +77.3% | +52.8% |
| All | +58.6% | -18.1% | +76.7% | +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