+29.4%
MAS vs Q
+68.9%
-39.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +14.2% | -3.3% | +17.4% | +14.7% |
| 30D | +26.8% | -9.7% | +36.5% | +28.8% |
| 3M | +13.1% | -16.1% | +29.2% | +16.2% |
| 6M | +27.9% | -15.7% | +43.6% | +29.1% |
| YTD | +38.7% | +45.7% | -7.1% | +27.3% |
| 1Y | +40.4% | +18.0% | +22.4% | +28.7% |
| All | +29.4% | +68.9% | -39.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling