+215.9%
MAS vs PPG
+57.1%
+158.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | +2.0% | +2.4% | -0.4% | +0.3% |
| 30D | +19.4% | +16.5% | +2.9% | +7.4% |
| 3M | +9.4% | +5.1% | +4.3% | +5.9% |
| 6M | +15.3% | +11.1% | +4.2% | +7.9% |
| YTD | +31.3% | +21.7% | +9.6% | +15.1% |
| 1Y | +34.9% | +32.0% | +2.9% | +12.0% |
| 3Y | +58.6% | +2.8% | +55.8% | +54.6% |
| 5Y | +40.7% | -16.5% | +57.2% | +53.9% |
| All | +215.9% | +57.1% | +158.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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