+43.5%
MAS vs SUI
-25.7%
+69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.8% |
| 7D | +4.6% | +8.8% | -4.2% | +0.2% |
| 30D | +19.9% | +8.9% | +10.9% | +14.6% |
| 3M | +8.9% | +2.0% | +6.9% | +7.6% |
| 6M | +20.2% | -0.6% | +20.8% | +19.8% |
| YTD | +33.9% | +1.3% | +32.5% | +31.8% |
| 1Y | +34.7% | +1.3% | +33.4% | +32.6% |
| 3Y | +60.4% | +16.3% | +44.1% | +42.8% |
| 5Y | +43.5% | -25.1% | +68.5% | +65.2% |
| All | +43.5% | -25.7% | +69.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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