+35.3%
MAS vs Z
-64.8%
+100.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | -5.6% | -4.2% | -1.4% | -4.8% |
| 3M | +4.4% | -3.7% | +8.1% | +4.8% |
| 6M | +7.2% | -24.5% | +31.7% | +13.5% |
| YTD | +16.1% | -49.3% | +65.4% | +34.6% |
| 1Y | +0.1% | -58.7% | +58.8% | +21.7% |
| 3Y | +28.3% | -34.1% | +62.4% | +35.1% |
| All | +35.3% | -64.8% | +100.1% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling