+67.5%
MAS vs PL
+459.7%
-392.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.4% | +12.0% | +6.0% |
| 7D | +14.2% | -11.7% | +25.9% | +14.9% |
| 30D | +26.8% | -27.1% | +53.9% | +29.1% |
| 3M | +13.1% | -44.6% | +57.7% | +17.0% |
| 6M | +27.9% | -67.2% | +95.1% | +35.5% |
| YTD | +38.7% | -35.9% | +74.5% | +38.5% |
| 1Y | +40.4% | -0.4% | +40.8% | +34.4% |
| All | +67.5% | +459.7% | -392.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling