+140.2%
MAS vs USFR
+28.0%
+112.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -5.6% | +0.3% | -5.9% | -5.8% |
| 3M | +4.4% | +1.0% | +3.4% | +3.6% |
| 6M | +7.2% | +1.9% | +5.3% | +5.5% |
| YTD | +16.1% | +2.6% | +13.5% | +13.5% |
| 1Y | +0.1% | +4.0% | -3.9% | -3.4% |
| 3Y | +28.3% | +14.1% | +14.2% | +13.3% |
| 5Y | +30.5% | +20.4% | +10.1% | +9.4% |
| All | +140.2% | +28.0% | +112.1% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling