+1,435.2%
MAS vs M
+458.3%
+976.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.6% | -2.0% | +3.4% |
| 7D | +14.2% | +8.3% | +5.9% | +11.5% |
| 30D | +26.8% | +14.2% | +12.6% | +21.9% |
| 3M | +13.1% | -1.1% | +14.2% | +13.4% |
| 6M | +27.9% | +36.6% | -8.7% | +15.9% |
| YTD | +38.7% | +19.8% | +18.9% | +30.1% |
| 1Y | +40.4% | +37.2% | +3.2% | +26.1% |
| 3Y | +66.1% | +124.5% | -58.4% | +20.0% |
| 5Y | +47.4% | +1.5% | +45.9% | +25.5% |
| 10Y | +238.3% | +7.8% | +230.5% | +113.8% |
| All | +1,435.2% | +458.3% | +976.8% | +427.6% |
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 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