+67.5%
MAS vs SM
-17.0%
+84.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +6.4% |
| 7D | +14.2% | -21.5% | +35.6% | +15.5% |
| 30D | +26.8% | -11.4% | +38.2% | +27.2% |
| 3M | +13.1% | +0.6% | +12.5% | +12.0% |
| 6M | +27.9% | +0.2% | +27.7% | +25.8% |
| YTD | +38.7% | +69.7% | -31.0% | +21.5% |
| 1Y | +40.4% | +71.6% | -31.2% | +22.4% |
| All | +67.5% | -17.0% | +84.5% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling