+36.0%
MAS vs S
-56.8%
+92.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.8% | -7.7% | +7.0% | +0.2% |
| 30D | -5.6% | -5.3% | -0.2% | -5.2% |
| 3M | +4.4% | +20.3% | -15.8% | +1.5% |
| 6M | +7.2% | +47.4% | -40.2% | +0.8% |
| YTD | +16.1% | +32.5% | -16.4% | +10.4% |
| 1Y | +0.1% | +9.5% | -9.4% | -2.6% |
| 3Y | +28.3% | +15.5% | +12.8% | +20.9% |
| 5Y | +30.5% | -71.2% | +101.7% | +27.5% |
| All | +36.0% | -56.8% | +92.8% | +35.9% |
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