+471.3%
MAS vs USFR
+28.5%
+442.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +14.2% | +0.1% | +14.1% | +14.1% |
| 30D | +26.8% | +0.4% | +26.4% | +26.6% |
| 3M | +13.1% | +1.1% | +12.1% | +12.7% |
| 6M | +27.9% | +2.0% | +25.9% | +27.0% |
| YTD | +38.7% | +3.4% | +35.3% | +36.9% |
| 1Y | +40.4% | +4.1% | +36.3% | +38.2% |
| 3Y | +66.1% | +14.4% | +51.7% | +57.4% |
| 5Y | +47.4% | +21.3% | +26.1% | +36.5% |
| 10Y | +238.3% | +28.4% | +209.9% | +208.6% |
| All | +471.3% | +28.5% | +442.9% | +414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling