+61.7%
MAS vs SPYG
+88.4%
-26.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.3% | -0.4% |
| 7D | +4.6% | -7.0% | +11.6% | +8.6% |
| 30D | +19.9% | -12.1% | +32.0% | +28.3% |
| 3M | +8.9% | -9.0% | +17.8% | +14.2% |
| 6M | +20.2% | -2.0% | +22.2% | +20.7% |
| YTD | +33.9% | +4.6% | +29.3% | +29.4% |
| 1Y | +34.7% | +4.4% | +30.2% | +30.1% |
| All | +61.7% | +88.4% | -26.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling