+35.3%
MAS vs PL
+82.7%
-47.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.9% |
| 7D | -0.8% | -9.3% | +8.6% | 0.0% |
| 30D | -5.6% | -18.9% | +13.4% | -4.0% |
| 3M | +4.4% | -58.4% | +62.8% | +11.4% |
| 6M | +7.2% | -30.3% | +37.5% | +8.0% |
| YTD | +16.1% | -8.1% | +24.2% | +13.1% |
| 1Y | +0.1% | +180.5% | -180.4% | -15.1% |
| 3Y | +28.3% | +444.1% | -415.8% | -6.8% |
| All | +35.3% | +82.7% | -47.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling