-1.2%
MDB vs MAS
+67.0%
-68.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.7% | -3.6% |
| 7D | -16.5% | +14.2% | -30.7% | -19.7% |
| 30D | -8.6% | +26.8% | -35.4% | -15.0% |
| 3M | -13.6% | +13.1% | -26.7% | -16.9% |
| 6M | +24.1% | +27.9% | -3.9% | +12.9% |
| YTD | -21.8% | +38.7% | -60.4% | -31.9% |
| 1Y | -7.7% | +40.4% | -48.1% | -20.4% |
| All | -1.2% | +67.0% | -68.2% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling