+34.7%
MAS vs PL
-11.4%
+46.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.1% | +6.7% | -3.3% |
| 7D | +4.6% | -20.5% | +25.1% | +4.9% |
| 30D | +19.9% | -38.8% | +58.6% | +20.9% |
| 3M | +8.9% | -49.1% | +58.0% | +10.2% |
| 6M | +20.2% | -69.4% | +89.5% | +22.5% |
| YTD | +33.9% | -42.3% | +76.2% | +36.1% |
| 1Y | +34.7% | -14.2% | +48.9% | +33.7% |
| All | +34.7% | -11.4% | +46.1% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling