+60.3%
MAS vs USHY
+25.4%
+34.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.6% |
| 7D | +3.0% | -0.4% | +3.4% | +4.6% |
| 30D | +22.4% | +0.6% | +21.8% | +20.0% |
| 3M | +14.5% | -2.0% | +16.5% | +23.4% |
| 6M | +27.1% | -0.5% | +27.7% | +30.5% |
| YTD | +35.8% | +0.6% | +35.2% | +34.7% |
| 1Y | +39.4% | +2.1% | +37.3% | +31.5% |
| 3Y | +60.3% | +25.3% | +35.0% | -18.1% |
| All | +60.3% | +25.4% | +34.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling