+1,185.5%
MAS vs M
+396.5%
+789.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.0% |
| 7D | -0.8% | +4.7% | -5.5% | -2.1% |
| 30D | -5.6% | -9.6% | +4.1% | -2.7% |
| 3M | +4.4% | +0.9% | +3.6% | +3.9% |
| 6M | +7.2% | +22.3% | -15.1% | +0.4% |
| YTD | +16.1% | +6.5% | +9.6% | +12.9% |
| 1Y | +0.1% | +38.8% | -38.7% | -10.5% |
| 3Y | +28.3% | +115.9% | -87.6% | -6.3% |
| 5Y | +30.5% | +28.6% | +1.8% | +1.7% |
| 10Y | +139.1% | -2.5% | +141.7% | +55.5% |
| All | +1,185.5% | +396.5% | +789.0% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling