+218.9%
MAS vs SNY
+72.7%
+146.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.7% |
| 7D | +3.3% | +5.6% | -2.4% | +1.4% |
| 30D | +25.5% | +20.1% | +5.4% | +17.9% |
| 3M | +11.8% | +10.7% | +1.0% | +7.9% |
| 6M | +21.3% | +11.1% | +10.2% | +16.9% |
| YTD | +37.7% | +4.8% | +32.9% | +35.1% |
| 1Y | +41.0% | +2.3% | +38.7% | +39.4% |
| 3Y | +63.0% | +21.6% | +41.4% | +48.9% |
| 5Y | +44.1% | +16.3% | +27.8% | +28.4% |
| All | +218.9% | +72.7% | +146.2% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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