+47.4%
MAS vs SUI
-26.1%
+73.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.5% | +3.0% |
| 7D | +14.2% | +10.0% | +4.1% | +8.8% |
| 30D | +26.8% | +8.4% | +18.4% | +21.6% |
| 3M | +13.1% | +0.7% | +12.5% | +12.6% |
| 6M | +27.9% | -0.9% | +28.9% | +27.7% |
| YTD | +38.7% | +0.6% | +38.0% | +37.0% |
| 1Y | +40.4% | +0.8% | +39.6% | +38.6% |
| 3Y | +66.1% | +15.5% | +50.6% | +48.4% |
| 5Y | +47.4% | -25.9% | +73.3% | +70.6% |
| All | +47.4% | -26.1% | +73.5% | +70.6% |
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