+473.5%
MAS vs SFM
+55.4%
+418.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.2% |
| 7D | +14.2% | -12.3% | +26.4% | +15.3% |
| 30D | +26.8% | -16.2% | +43.0% | +28.9% |
| 3M | +13.1% | -36.8% | +49.9% | +19.2% |
| 6M | +27.9% | -32.6% | +60.5% | +33.1% |
| YTD | +38.7% | -31.7% | +70.4% | +43.2% |
| 1Y | +40.4% | -35.0% | +75.4% | +45.9% |
| 3Y | +66.1% | +30.6% | +35.5% | +51.1% |
| 5Y | +47.4% | +136.0% | -88.6% | +20.4% |
| 10Y | +238.3% | +165.6% | +72.7% | +160.5% |
| All | +473.5% | +55.4% | +418.1% | +385.6% |
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 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