+1,081.3%
MAS vs SM
+1,608.3%
-527.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -5.6% | +25.6% | -31.1% | -8.5% |
| 3M | +4.4% | +8.0% | -3.6% | +2.4% |
| 6M | +7.2% | +50.8% | -43.6% | -0.3% |
| YTD | +16.1% | +97.9% | -81.8% | +3.8% |
| 1Y | +0.1% | +33.8% | -33.7% | -6.1% |
| 3Y | +28.3% | -7.8% | +36.1% | +23.7% |
| 5Y | +30.5% | +104.8% | -74.3% | +8.8% |
| 10Y | +139.1% | +7.2% | +131.9% | +60.5% |
| All | +1,081.3% | +1,608.3% | -527.0% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling