+1,022.3%
MAS vs SPG
+5,807.1%
-4,784.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.8% | +4.4% |
| 7D | +14.2% | +8.2% | +6.0% | +10.4% |
| 30D | +26.8% | +13.5% | +13.4% | +20.2% |
| 3M | +13.1% | +2.2% | +10.9% | +12.2% |
| 6M | +27.9% | +15.9% | +12.1% | +20.4% |
| YTD | +38.7% | +27.6% | +11.1% | +25.0% |
| 1Y | +40.4% | +30.9% | +9.4% | +25.2% |
| 3Y | +66.1% | +124.5% | -58.4% | +17.6% |
| 5Y | +47.4% | +79.9% | -32.4% | +13.7% |
| 10Y | +238.3% | +112.9% | +125.4% | +101.1% |
| All | +1,022.3% | +5,807.1% | -4,784.9% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling