+47.4%
MAS vs Z
-50.6%
+98.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.6% |
| 3M | +13.1% | -6.6% | +19.7% | +14.3% |
| 6M | +27.9% | -23.0% | +50.9% | +35.3% |
| YTD | +38.7% | -50.3% | +89.0% | +62.9% |
| 1Y | +40.4% | -53.6% | +94.0% | +67.6% |
| 3Y | +66.1% | -10.1% | +76.2% | +60.6% |
| 5Y | +47.4% | -49.8% | +97.2% | +48.9% |
| All | +47.4% | -50.6% | +98.0% | +48.9% |
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