+8.4%
MAS vs Q
+71.3%
-62.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -5.6% | -11.1% | +5.6% | -3.6% |
| 3M | +4.4% | -22.1% | +26.6% | +8.2% |
| 6M | +7.2% | +0.5% | +6.7% | +3.9% |
| YTD | +16.1% | +47.8% | -31.7% | +6.8% |
| All | +8.4% | +71.3% | -62.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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