+809.6%
MAS vs SPYG
+508.1%
+301.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.3% | +1.7% |
| 7D | +4.6% | -7.0% | +11.6% | +11.3% |
| 30D | +19.9% | -12.1% | +32.0% | +33.8% |
| 3M | +8.9% | -9.0% | +17.8% | +17.6% |
| 6M | +20.2% | -2.0% | +22.2% | +21.1% |
| YTD | +33.9% | +4.6% | +29.3% | +26.9% |
| 1Y | +34.7% | +4.4% | +30.2% | +27.4% |
| 3Y | +60.4% | +88.7% | -28.3% | -14.6% |
| 5Y | +43.5% | +61.8% | -18.4% | -12.9% |
| 10Y | +226.7% | +390.7% | -164.0% | -32.8% |
| All | +809.6% | +508.1% | +301.5% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling