+44.1%
MAS vs SPYG
+67.2%
-23.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +2.6% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +25.5% | -8.4% | +33.8% | +32.9% |
| 3M | +11.8% | -6.2% | +18.0% | +16.4% |
| 6M | +21.3% | -1.8% | +23.1% | +22.0% |
| YTD | +37.7% | +8.4% | +29.4% | +28.8% |
| 1Y | +41.0% | +10.1% | +31.0% | +30.1% |
| 3Y | +63.0% | +94.9% | -32.0% | -6.7% |
| 5Y | +44.1% | +68.5% | -24.3% | -11.3% |
| All | +44.1% | +67.2% | -23.1% | -11.3% |
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