+27.9%
MAS vs M
+33.2%
-5.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.6% | -2.0% | +2.2% |
| 7D | +14.2% | +8.3% | +5.9% | +10.2% |
| 30D | +26.8% | +14.2% | +12.6% | +19.7% |
| 3M | +13.1% | -1.1% | +14.2% | +12.8% |
| 6M | +27.9% | +36.6% | -8.7% | +15.6% |
| All | +27.9% | +33.2% | -5.3% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling