+1,309.7%
MAS vs MDY
+2,517.8%
-1,208.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | +0.4% |
| 7D | +4.6% | -3.4% | +8.0% | +8.2% |
| 30D | +19.9% | -3.2% | +23.0% | +23.8% |
| 3M | +8.9% | -6.7% | +15.6% | +16.7% |
| 6M | +20.2% | -1.8% | +21.9% | +23.0% |
| YTD | +33.9% | +9.2% | +24.7% | +23.8% |
| 1Y | +34.7% | +11.7% | +22.9% | +21.7% |
| 3Y | +60.4% | +49.5% | +10.9% | +9.4% |
| 5Y | +43.5% | +31.2% | +12.2% | +12.0% |
| 10Y | +226.7% | +174.7% | +52.0% | +18.2% |
| All | +1,309.7% | +2,517.8% | -1,208.0% | +16.9% |
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