+35.1%
MAS vs SNY
-4.3%
+39.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -5.6% | +3.4% | -9.0% | -6.3% |
| 3M | +4.4% | -0.3% | +4.8% | +4.5% |
| 6M | +7.2% | +1.0% | +6.2% | +6.9% |
| YTD | +16.1% | -3.6% | +19.8% | +16.8% |
| 1Y | +0.1% | +3.0% | -2.9% | -0.7% |
| All | +35.1% | -4.3% | +39.4% | +35.2% |
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