+957.5%
MAS vs SPY
+3,091.8%
-2,134.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -5.6% | +0.1% | -5.6% | -5.6% |
| 3M | +4.4% | +2.0% | +2.5% | +2.4% |
| 6M | +7.2% | +13.0% | -5.8% | -5.6% |
| YTD | +16.1% | +13.5% | +2.6% | +1.6% |
| 1Y | +0.1% | +20.0% | -19.9% | -17.6% |
| 3Y | +28.3% | +77.2% | -48.9% | -31.2% |
| 5Y | +30.5% | +81.9% | -51.4% | -31.7% |
| 10Y | +139.1% | +314.1% | -174.9% | -49.5% |
| All | +957.5% | +3,091.8% | -2,134.3% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling