+212.3%
MAS vs SPXU
-99.5%
+311.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.7% |
| 7D | +3.0% | -7.6% | +10.6% | +0.4% |
| 30D | +22.4% | +5.3% | +17.1% | +25.4% |
| 3M | +14.5% | +9.6% | +4.8% | +19.3% |
| 6M | +27.1% | -4.5% | +31.7% | +27.8% |
| YTD | +35.8% | -25.9% | +61.6% | +27.1% |
| 1Y | +39.4% | -28.9% | +68.3% | +29.0% |
| 3Y | +60.3% | -80.5% | +140.7% | +5.1% |
| 5Y | +39.4% | -83.4% | +122.8% | +1.6% |
| All | +212.3% | -99.5% | +311.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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