+923.9%
MDB vs MAS
+158.7%
+765.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.7% | -5.0% |
| 7D | -16.5% | +14.2% | -30.7% | -22.6% |
| 30D | -8.6% | +26.8% | -35.4% | -20.3% |
| 3M | -13.6% | +13.1% | -26.7% | -20.1% |
| 6M | +24.1% | +27.9% | -3.9% | +4.6% |
| YTD | -21.8% | +38.7% | -60.4% | -38.3% |
| 1Y | -7.7% | +40.4% | -48.1% | -28.2% |
| 3Y | -4.3% | +66.1% | -70.4% | -35.8% |
| 5Y | -38.6% | +47.4% | -86.1% | -56.1% |
| All | +923.9% | +158.7% | +765.3% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling