+39.4%
MAS vs USHY
+1.9%
+37.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.7% |
| 7D | +3.0% | -0.4% | +3.4% | +5.0% |
| 30D | +22.4% | +0.6% | +21.8% | +19.4% |
| 3M | +14.5% | -2.0% | +16.5% | +26.1% |
| 6M | +27.1% | -0.5% | +27.7% | +31.4% |
| YTD | +35.8% | +0.6% | +35.2% | +35.3% |
| 1Y | +39.4% | +2.1% | +37.3% | +25.6% |
| All | +39.4% | +1.9% | +37.6% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling