+35.3%
MAS vs M
+27.3%
+8.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | -0.8% | +4.7% | -5.5% | -1.8% |
| 30D | -5.6% | -9.6% | +4.1% | -3.3% |
| 3M | +4.4% | +0.9% | +3.6% | +4.1% |
| 6M | +7.2% | +22.3% | -15.1% | +2.0% |
| YTD | +16.1% | +6.5% | +9.6% | +13.7% |
| 1Y | +0.1% | +38.8% | -38.7% | -8.0% |
| 3Y | +28.3% | +115.9% | -87.6% | +0.5% |
| All | +35.3% | +27.3% | +8.0% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling