+20.2%
MAS vs SPG
+14.5%
+5.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -2.6% |
| 7D | +4.6% | +5.0% | -0.5% | -0.3% |
| 30D | +19.9% | +12.3% | +7.6% | +7.4% |
| 3M | +8.9% | +1.9% | +7.0% | +6.8% |
| 6M | +20.2% | +14.4% | +5.7% | +5.0% |
| All | +20.2% | +14.5% | +5.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling