+238.3%
MAS vs LII
+182.9%
+55.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +3.4% |
| 7D | +14.2% | +7.9% | +6.2% | +9.1% |
| 30D | +26.8% | -0.6% | +27.4% | +26.6% |
| 3M | +13.1% | -19.3% | +32.5% | +28.4% |
| 6M | +27.9% | -29.8% | +57.8% | +56.5% |
| YTD | +38.7% | -25.4% | +64.1% | +61.9% |
| 1Y | +40.4% | -26.2% | +66.6% | +64.7% |
| 3Y | +66.1% | -4.5% | +70.6% | +59.7% |
| 5Y | +47.4% | +26.7% | +20.7% | +15.6% |
| 10Y | +238.3% | +179.5% | +58.9% | +55.9% |
| All | +238.3% | +182.9% | +55.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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