+41.0%
MAS vs SNY
+13.9%
+27.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.0% | +6.1% | -4.1% | +0.5% |
| 30D | +19.4% | +17.0% | +2.4% | +14.9% |
| 3M | +9.4% | +9.7% | -0.3% | +7.0% |
| 6M | +15.3% | +7.5% | +7.9% | +13.2% |
| YTD | +31.3% | +2.5% | +28.9% | +30.1% |
| 1Y | +34.9% | +0.3% | +34.5% | +34.2% |
| 3Y | +58.6% | +19.5% | +39.1% | +51.7% |
| All | +41.0% | +13.9% | +27.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling