+6.1%
MAS vs SKDD
-41.0%
+47.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.7% | -1.8% |
| 7D | +2.0% | +29.2% | -27.3% | +1.3% |
| 30D | +19.4% | +57.2% | -37.8% | +18.3% |
| 3M | +9.4% | -19.0% | +28.4% | +9.8% |
| All | +6.1% | -41.0% | +47.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling