+47.4%
MAS vs M
+0.4%
+47.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.6% |
| 3M | +13.1% | -1.1% | +14.2% | +13.3% |
| 6M | +27.9% | +36.6% | -8.7% | +18.0% |
| YTD | +38.7% | +19.8% | +18.9% | +31.6% |
| 1Y | +40.4% | +37.2% | +3.2% | +28.6% |
| 3Y | +66.1% | +124.5% | -58.4% | +26.8% |
| 5Y | +47.4% | +1.5% | +45.9% | +25.4% |
| All | +47.4% | +0.4% | +47.1% | +25.4% |
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