+1,122.6%
MAS vs MDY
+2,662.7%
-1,540.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -5.6% | -1.5% | -4.1% | -4.1% |
| 3M | +4.4% | +0.8% | +3.7% | +4.1% |
| 6M | +7.2% | +7.4% | -0.2% | +0.6% |
| YTD | +16.1% | +15.2% | +0.9% | +1.7% |
| 1Y | +0.1% | +16.5% | -16.4% | -13.3% |
| 3Y | +28.3% | +46.8% | -18.5% | -10.9% |
| 5Y | +30.5% | +46.0% | -15.6% | -8.6% |
| 10Y | +139.1% | +172.1% | -32.9% | -12.5% |
| All | +1,122.6% | +2,662.7% | -1,540.1% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling