+0.1%
MAS vs SM
+37.6%
-37.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.4% |
| 7D | -0.8% | +0.1% | -0.8% | -0.7% |
| 30D | -5.6% | +26.3% | -31.9% | -2.0% |
| 3M | +4.4% | +8.7% | -4.2% | +7.8% |
| 6M | +7.2% | +51.7% | -44.5% | +9.4% |
| YTD | +16.1% | +99.0% | -82.9% | +14.5% |
| 1Y | +0.1% | +34.6% | -34.5% | +0.4% |
| All | +0.1% | +37.6% | -37.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling