+140.2%
MAS vs SPG
+60.3%
+79.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -5.6% | -6.8% | +1.3% | -3.4% |
| 3M | +4.4% | +2.7% | +1.8% | +3.7% |
| 6M | +7.2% | +5.5% | +1.7% | +5.6% |
| YTD | +16.1% | +15.7% | +0.4% | +11.1% |
| 1Y | +0.1% | +20.9% | -20.8% | -5.4% |
| 3Y | +28.3% | +112.4% | -84.1% | +3.7% |
| 5Y | +30.5% | +101.4% | -70.9% | +6.3% |
| All | +140.2% | +60.3% | +79.8% | +122.2% |
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