+143.7%
MAS vs USHY
+48.0%
+95.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.9% |
| 30D | +22.4% | +0.6% | +21.8% | +21.0% |
| 3M | +14.5% | -2.0% | +16.5% | +19.6% |
| 6M | +27.1% | -0.5% | +27.7% | +29.2% |
| YTD | +35.8% | +0.6% | +35.2% | +35.2% |
| 1Y | +39.4% | +2.1% | +37.3% | +34.8% |
| 3Y | +60.3% | +25.3% | +35.0% | +5.8% |
| 5Y | +39.4% | +19.7% | +19.7% | +2.3% |
| All | +143.7% | +48.0% | +95.7% | +21.7% |
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