+215.9%
MAS vs SPG
+109.7%
+106.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +2.0% | +4.9% | -2.9% | +0.5% |
| 30D | +19.4% | +15.6% | +3.8% | +14.2% |
| 3M | +9.4% | +4.1% | +5.3% | +8.2% |
| 6M | +15.3% | +13.6% | +1.8% | +11.1% |
| YTD | +31.3% | +27.5% | +3.8% | +22.1% |
| 1Y | +34.9% | +32.2% | +2.6% | +24.1% |
| 3Y | +58.6% | +126.0% | -67.4% | +25.8% |
| 5Y | +40.7% | +74.7% | -34.0% | +17.0% |
| All | +215.9% | +109.7% | +106.2% | +147.7% |
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