+27.9%
MAS vs S
+57.3%
-29.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.7% |
| 7D | +14.2% | -8.2% | +22.4% | +14.0% |
| 30D | +26.8% | -7.6% | +34.4% | +26.8% |
| 3M | +13.1% | +12.0% | +1.2% | +12.4% |
| 6M | +27.9% | +50.6% | -22.6% | +27.8% |
| All | +27.9% | +57.3% | -29.4% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling