+140.3%
MAS vs USHY
+46.9%
+93.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -2.8% |
| 7D | +4.6% | -0.5% | +5.1% | +5.7% |
| 30D | +19.9% | -0.1% | +19.9% | +20.0% |
| 3M | +8.9% | -2.5% | +11.4% | +14.8% |
| 6M | +20.2% | -1.3% | +21.5% | +24.0% |
| YTD | +33.9% | -0.2% | +34.0% | +35.3% |
| 1Y | +34.7% | +1.3% | +33.3% | +32.2% |
| 3Y | +60.4% | +23.4% | +37.0% | +9.0% |
| 5Y | +43.5% | +18.1% | +25.4% | +8.1% |
| All | +140.3% | +46.9% | +93.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling