+40.4%
MAS vs SPY
+14.6%
+25.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +3.8% |
| 7D | +14.2% | -0.7% | +14.9% | +15.0% |
| 30D | +26.8% | -1.0% | +27.9% | +28.1% |
| 3M | +13.1% | -0.3% | +13.5% | +13.3% |
| 6M | +27.9% | +7.3% | +20.6% | +17.7% |
| YTD | +38.7% | +13.3% | +25.3% | +19.5% |
| 1Y | +40.4% | +14.8% | +25.6% | +20.2% |
| All | +40.4% | +14.6% | +25.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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