+39.5%
MAS vs SPYG
+9.1%
+30.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | +23.6% | -7.2% | +30.8% | +28.0% |
| 3M | +12.4% | -4.6% | +17.1% | +14.6% |
| 6M | +21.9% | -1.2% | +23.1% | +21.4% |
| YTD | +36.1% | +9.3% | +26.8% | +24.8% |
| 1Y | +39.5% | +8.8% | +30.6% | +28.4% |
| All | +39.5% | +9.1% | +30.4% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling