+40.4%
MAS vs MDY
+17.5%
+22.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +4.8% |
| 7D | +14.2% | +1.7% | +12.5% | +11.7% |
| 30D | +26.8% | +1.2% | +25.6% | +24.8% |
| 3M | +13.1% | -3.5% | +16.6% | +18.7% |
| 6M | +27.9% | +3.5% | +24.4% | +23.5% |
| YTD | +38.7% | +13.6% | +25.1% | +21.4% |
| 1Y | +40.4% | +17.1% | +23.3% | +19.5% |
| All | +40.4% | +17.5% | +22.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling