+0.1%
MAS vs USFR
+4.0%
-3.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.1% |
| 7D | -0.8% | +0.1% | -0.8% | +0.1% |
| 30D | -5.6% | +0.3% | -5.9% | -1.4% |
| 3M | +4.4% | +1.0% | +3.4% | +21.7% |
| 6M | +7.2% | +1.9% | +5.3% | +39.3% |
| YTD | +16.1% | +2.6% | +13.5% | +59.5% |
| 1Y | +0.1% | +4.0% | -3.9% | +55.6% |
| All | +0.1% | +4.0% | -3.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling