+34.7%
MAS vs M
+28.8%
+5.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.4% | -1.1% |
| 7D | +4.6% | -2.1% | +6.7% | +5.4% |
| 30D | +19.9% | +7.7% | +12.2% | +16.6% |
| 3M | +8.9% | -4.4% | +13.3% | +10.4% |
| 6M | +20.2% | +27.5% | -7.4% | +10.3% |
| YTD | +33.9% | +12.8% | +21.1% | +26.9% |
| 1Y | +34.7% | +20.7% | +13.9% | +23.5% |
| All | +34.7% | +28.8% | +5.9% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling