-1.6%
MDLN vs MAS
+37.2%
-38.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +5.6% | +12.7% | +16.3% |
| 7D | +24.7% | +14.2% | +10.5% | +19.8% |
| 30D | +12.7% | +26.8% | -14.1% | +5.0% |
| 3M | -4.0% | +13.1% | -17.2% | -7.8% |
| 6M | -8.7% | +27.9% | -36.6% | -13.7% |
| YTD | -3.9% | +38.7% | -42.6% | -8.9% |
| All | -1.6% | +37.2% | -38.8% | -7.0% |
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 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