+46.3%
MAS vs PL
+16.0%
+30.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.1% | +6.7% | -2.6% |
| 7D | +4.6% | -20.5% | +25.1% | +6.4% |
| 30D | +19.9% | -38.8% | +58.6% | +24.5% |
| 3M | +8.9% | -49.1% | +58.0% | +14.7% |
| 6M | +20.2% | -69.4% | +89.5% | +30.6% |
| YTD | +33.9% | -42.3% | +76.2% | +35.0% |
| 1Y | +34.7% | -14.2% | +48.9% | +29.4% |
| 3Y | +60.4% | +398.7% | -338.3% | +15.4% |
| 5Y | +43.5% | +11.1% | +32.3% | +11.5% |
| All | +46.3% | +16.0% | +30.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling