+213.4%
MCD vs MAS
+219.8%
-6.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | +0.2% |
| 7D | +8.0% | +4.6% | +3.5% | +6.8% |
| 30D | +19.6% | +19.9% | -0.3% | +13.9% |
| 3M | +2.2% | +8.9% | -6.7% | -0.3% |
| 6M | -1.1% | +20.2% | -21.3% | -6.7% |
| YTD | -7.2% | +33.9% | -41.1% | -15.8% |
| 1Y | -6.7% | +34.7% | -41.4% | -15.5% |
| 3Y | +11.6% | +60.4% | -48.8% | -6.9% |
| 5Y | +22.6% | +43.5% | -20.8% | +3.9% |
| All | +213.4% | +219.8% | -6.5% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling