+37.9%
MAS vs USHY
+18.9%
+19.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.4% | -0.3% | +2.6% | +3.0% |
| 30D | +19.8% | 0.0% | +19.8% | +19.8% |
| 3M | +9.8% | -1.8% | +11.6% | +14.7% |
| 6M | +15.8% | -1.0% | +16.8% | +19.1% |
| YTD | +31.8% | +0.5% | +31.4% | +31.5% |
| 1Y | +35.4% | +1.9% | +33.5% | +31.0% |
| 3Y | +59.2% | +24.9% | +34.3% | +3.2% |
| All | +37.9% | +18.9% | +19.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling