+47.4%
MAS vs S
-64.3%
+111.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.4% |
| 7D | +14.2% | -8.2% | +22.4% | +15.4% |
| 30D | +26.8% | -7.6% | +34.4% | +27.8% |
| 3M | +13.1% | +12.0% | +1.2% | +10.4% |
| 6M | +27.9% | +50.6% | -22.6% | +19.1% |
| YTD | +38.7% | +56.6% | -17.9% | +27.5% |
| 1Y | +40.4% | +39.2% | +1.1% | +31.0% |
| 3Y | +66.1% | +45.8% | +20.3% | +49.7% |
| 5Y | +47.4% | -66.1% | +113.5% | +48.4% |
| All | +47.4% | -64.3% | +111.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling