-10.8%
MDLN vs MAS
+14.9%
-25.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | -0.2% | -5.6% | +5.4% | +1.3% |
| 3M | +6.2% | +4.4% | +1.8% | +6.1% |
| 6M | -14.7% | +7.2% | -21.9% | -16.4% |
| YTD | -12.9% | +16.1% | -29.0% | -12.7% |
| All | -10.8% | +14.9% | -25.7% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling