+62.5%
MAS vs S
-48.9%
+111.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.4% |
| 7D | +14.2% | -8.2% | +22.4% | +15.3% |
| 30D | +26.8% | -7.6% | +34.4% | +27.7% |
| 3M | +13.1% | +12.0% | +1.2% | +10.6% |
| 6M | +27.9% | +50.6% | -22.6% | +19.9% |
| YTD | +38.7% | +56.6% | -17.9% | +28.4% |
| 1Y | +40.4% | +39.2% | +1.1% | +31.8% |
| 3Y | +66.1% | +45.8% | +20.3% | +51.5% |
| 5Y | +47.4% | -66.1% | +113.5% | +40.6% |
| All | +62.5% | -48.9% | +111.4% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling