+37.9%
MAS vs MDY
+32.0%
+5.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -2.2% |
| 7D | +2.4% | -1.7% | +4.0% | +4.2% |
| 30D | +19.8% | -0.9% | +20.8% | +21.1% |
| 3M | +9.8% | -5.7% | +15.6% | +17.3% |
| 6M | +15.8% | -2.9% | +18.7% | +20.3% |
| YTD | +31.8% | +9.8% | +22.0% | +20.2% |
| 1Y | +35.4% | +13.5% | +21.9% | +19.2% |
| 3Y | +59.2% | +51.9% | +7.3% | +2.5% |
| All | +37.9% | +32.0% | +5.9% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling