+380.3%
MAS vs SFM
+132.6%
+247.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -5.6% | -4.4% | -1.2% | -5.1% |
| 3M | +4.4% | +1.5% | +2.9% | +3.9% |
| 6M | +7.2% | +6.5% | +0.7% | +5.3% |
| YTD | +16.1% | +2.2% | +13.9% | +14.6% |
| 1Y | +0.1% | -41.9% | +42.0% | +6.4% |
| 3Y | +28.3% | +106.8% | -78.5% | +10.4% |
| 5Y | +30.5% | +231.6% | -201.1% | +2.7% |
| 10Y | +139.1% | +258.4% | -119.3% | +78.1% |
| All | +380.3% | +132.6% | +247.7% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling