+56.9%
MAS vs S
-53.4%
+110.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.8% | +5.4% | -2.4% |
| 7D | +4.6% | -16.7% | +21.2% | +6.8% |
| 30D | +19.9% | -17.0% | +36.9% | +22.3% |
| 3M | +8.9% | +2.0% | +6.9% | +7.7% |
| 6M | +20.2% | +35.1% | -14.9% | +14.1% |
| YTD | +33.9% | +42.8% | -8.9% | +25.4% |
| 1Y | +34.7% | +27.7% | +6.9% | +27.8% |
| 3Y | +60.4% | +33.0% | +27.4% | +47.9% |
| 5Y | +43.5% | -68.0% | +111.4% | +38.4% |
| All | +56.9% | -53.4% | +110.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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