+222.1%
MAS vs SFM
+150.4%
+71.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.8% |
| 7D | +4.6% | +7.5% | -2.9% | +3.7% |
| 30D | +19.9% | -20.8% | +40.7% | +22.6% |
| 3M | +8.9% | -39.4% | +48.3% | +14.9% |
| 6M | +20.2% | -34.5% | +54.6% | +25.1% |
| YTD | +33.9% | -35.2% | +69.1% | +38.9% |
| 1Y | +34.7% | -35.3% | +70.0% | +39.6% |
| 3Y | +60.4% | +23.9% | +36.5% | +46.7% |
| 5Y | +43.5% | +113.8% | -70.4% | +19.0% |
| All | +222.1% | +150.4% | +71.7% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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