+222.1%
MAS vs SM
+7.1%
+214.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -3.1% |
| 7D | +4.6% | -25.1% | +29.7% | +6.5% |
| 30D | +19.9% | -15.6% | +35.5% | +21.0% |
| 3M | +8.9% | +2.7% | +6.2% | +8.1% |
| 6M | +20.2% | -3.8% | +24.0% | +19.2% |
| YTD | +33.9% | +61.8% | -28.0% | +26.5% |
| 1Y | +34.7% | +71.4% | -36.7% | +26.6% |
| 3Y | +60.4% | -20.7% | +81.1% | +58.2% |
| 5Y | +43.5% | -11.5% | +55.0% | +37.9% |
| All | +222.1% | +7.1% | +214.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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