+688.8%
MAS vs SPYG
+564.9%
+123.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.8% | +0.4% | -1.1% | -1.1% |
| 30D | -5.6% | -0.4% | -5.1% | -5.2% |
| 3M | +4.4% | +0.5% | +3.9% | +3.6% |
| 6M | +7.2% | +17.5% | -10.3% | -7.5% |
| YTD | +16.1% | +14.3% | +1.8% | +2.2% |
| 1Y | +0.1% | +21.7% | -21.6% | -17.2% |
| 3Y | +28.3% | +98.6% | -70.3% | -34.2% |
| 5Y | +30.5% | +85.1% | -54.6% | -29.5% |
| 10Y | +139.1% | +412.0% | -272.9% | -52.1% |
| All | +688.8% | +564.9% | +123.9% | -12.9% |
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 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