+41.0%
MAS vs SPYG
+63.1%
-22.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | +2.0% | -3.6% | +5.6% | +4.5% |
| 30D | +19.4% | -11.2% | +30.6% | +29.1% |
| 3M | +9.4% | -8.1% | +17.5% | +15.4% |
| 6M | +15.3% | -3.3% | +18.6% | +17.1% |
| YTD | +31.3% | +5.5% | +25.8% | +25.0% |
| 1Y | +34.9% | +7.0% | +27.9% | +26.9% |
| 3Y | +58.6% | +89.5% | -30.9% | -7.3% |
| All | +41.0% | +63.1% | -22.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling