+224.3%
MAS vs SPYG
+401.0%
-176.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +2.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.2% |
| 30D | +25.5% | -8.4% | +33.8% | +33.7% |
| 3M | +11.8% | -6.2% | +18.0% | +16.9% |
| 6M | +21.3% | -1.8% | +23.1% | +22.1% |
| YTD | +37.7% | +8.4% | +29.4% | +27.9% |
| 1Y | +41.0% | +10.1% | +31.0% | +29.0% |
| 3Y | +63.0% | +94.9% | -32.0% | -9.8% |
| 5Y | +44.1% | +68.5% | -24.3% | -10.5% |
| 10Y | +224.3% | +392.2% | -168.0% | -36.2% |
| All | +224.3% | +401.0% | -176.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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