+147.2%
MAS vs USHY
+48.2%
+99.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +3.9% |
| 7D | +3.3% | +0.8% | +2.5% | +1.7% |
| 30D | +25.5% | +0.2% | +25.2% | +24.9% |
| 3M | +11.8% | -1.7% | +13.4% | +15.9% |
| 6M | +21.3% | -0.6% | +22.0% | +23.5% |
| YTD | +37.7% | +0.8% | +37.0% | +36.6% |
| 1Y | +41.0% | +2.1% | +38.9% | +36.3% |
| 3Y | +63.0% | +26.0% | +37.0% | +6.4% |
| 5Y | +44.1% | +19.2% | +24.9% | +6.5% |
| All | +147.2% | +48.2% | +99.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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