+222.1%
MAS vs M
+0.4%
+221.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.4% | -2.3% |
| 7D | +4.6% | -2.1% | +6.7% | +5.0% |
| 30D | +19.9% | +7.7% | +12.2% | +18.2% |
| 3M | +8.9% | -4.4% | +13.3% | +9.8% |
| 6M | +20.2% | +27.5% | -7.4% | +14.5% |
| YTD | +33.9% | +12.8% | +21.1% | +30.2% |
| 1Y | +34.7% | +20.7% | +13.9% | +29.2% |
| 3Y | +60.4% | +111.3% | -50.9% | +33.8% |
| 5Y | +43.5% | -6.3% | +49.8% | +31.8% |
| All | +222.1% | +0.4% | +221.6% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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