+22.6%
MAS vs Q
+66.4%
-43.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.2% | -2.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +19.4% | -9.8% | +29.2% | +21.2% |
| 3M | +9.4% | -12.2% | +21.6% | +11.3% |
| 6M | +15.3% | -21.6% | +36.9% | +18.2% |
| YTD | +31.3% | +43.6% | -12.2% | +20.8% |
| 1Y | +34.9% | +25.7% | +9.2% | +23.6% |
| All | +22.6% | +66.4% | -43.8% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling