+35.3%
MAS vs LEN
-10.8%
+46.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | -0.8% | -3.2% | +2.4% | +1.2% |
| 30D | -5.6% | -4.9% | -0.7% | -2.7% |
| 3M | +4.4% | -8.5% | +12.9% | +10.2% |
| 6M | +7.2% | -20.7% | +27.9% | +23.0% |
| YTD | +16.1% | -17.4% | +33.5% | +29.6% |
| 1Y | +0.1% | -38.2% | +38.3% | +32.3% |
| 3Y | +28.3% | -24.9% | +53.2% | +45.4% |
| All | +35.3% | -10.8% | +46.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling