-3.3%
MDLN vs MAS
+30.4%
-33.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +23.4% | +2.4% | +21.1% | +22.8% |
| 30D | +11.8% | +19.8% | -8.0% | +6.3% |
| 3M | +14.9% | +9.8% | +5.0% | +11.8% |
| 6M | -5.6% | +15.8% | -21.4% | -8.8% |
| YTD | -5.6% | +31.8% | -37.4% | -8.8% |
| All | -3.3% | +30.4% | -33.8% | -6.9% |
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 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