+67.5%
MAS vs Z
-9.4%
+76.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +3.1% |
| 7D | +14.2% | +10.2% | +4.0% | +11.2% |
| 30D | +26.8% | +23.7% | +3.1% | +19.7% |
| 3M | +13.1% | -6.6% | +19.7% | +14.2% |
| 6M | +27.9% | -23.0% | +50.9% | +35.2% |
| YTD | +38.7% | -50.3% | +89.0% | +63.3% |
| 1Y | +40.4% | -53.6% | +94.0% | +68.0% |
| All | +67.5% | -9.4% | +76.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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