+67.5%
MAS vs M
+123.6%
-56.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.6% | -2.0% | +3.7% |
| 7D | +14.2% | +8.3% | +5.9% | +11.9% |
| 30D | +26.8% | +14.2% | +12.6% | +22.7% |
| 3M | +13.1% | -1.1% | +14.2% | +13.2% |
| 6M | +27.9% | +36.6% | -8.7% | +18.6% |
| YTD | +38.7% | +19.8% | +18.9% | +31.9% |
| 1Y | +40.4% | +37.2% | +3.2% | +29.5% |
| All | +67.5% | +123.6% | -56.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling