+43.5%
MAS vs SFM
+118.6%
-75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.9% |
| 7D | +4.6% | +7.5% | -2.9% | +3.8% |
| 30D | +19.9% | -20.8% | +40.7% | +22.3% |
| 3M | +8.9% | -39.4% | +48.3% | +14.5% |
| 6M | +20.2% | -34.5% | +54.6% | +24.7% |
| YTD | +33.9% | -35.2% | +69.1% | +38.5% |
| 1Y | +34.7% | -35.3% | +70.0% | +39.3% |
| 3Y | +60.4% | +23.9% | +36.5% | +41.4% |
| 5Y | +43.5% | +113.8% | -70.4% | +11.7% |
| All | +43.5% | +118.6% | -75.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling