+222.1%
MAS vs SPG
+108.0%
+114.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.2% |
| 7D | +4.6% | +5.0% | -0.5% | +3.0% |
| 30D | +19.9% | +12.3% | +7.6% | +15.7% |
| 3M | +8.9% | +1.9% | +7.0% | +8.4% |
| 6M | +20.2% | +14.4% | +5.7% | +15.5% |
| YTD | +33.9% | +26.5% | +7.4% | +24.8% |
| 1Y | +34.7% | +30.7% | +4.0% | +24.4% |
| 3Y | +60.4% | +122.6% | -62.2% | +27.8% |
| 5Y | +43.5% | +73.3% | -29.9% | +19.6% |
| All | +222.1% | +108.0% | +114.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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