+39.4%
MAS vs SPXU
-26.3%
+65.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.7% |
| 7D | +3.0% | -7.6% | +10.6% | +0.2% |
| 30D | +22.4% | +5.3% | +17.1% | +25.5% |
| 3M | +14.5% | +9.6% | +4.8% | +19.7% |
| 6M | +27.1% | -4.5% | +31.7% | +27.1% |
| YTD | +35.8% | -25.9% | +61.6% | +23.8% |
| 1Y | +39.4% | -28.9% | +68.3% | +26.1% |
| All | +39.4% | -26.3% | +65.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling