+58.6%
MAS vs SNY
+18.3%
+40.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.0% | +6.1% | -4.1% | +0.2% |
| 30D | +19.4% | +17.0% | +2.4% | +14.0% |
| 3M | +9.4% | +9.7% | -0.3% | +6.4% |
| 6M | +15.3% | +7.5% | +7.9% | +12.8% |
| YTD | +31.3% | +2.5% | +28.9% | +29.7% |
| 1Y | +34.9% | +0.3% | +34.5% | +33.8% |
| 3Y | +58.6% | +19.5% | +39.1% | +51.9% |
| All | +58.6% | +18.3% | +40.3% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling