+57.9%
MDT vs MAS
+213.7%
-155.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.3% |
| 7D | +5.4% | +2.0% | +3.5% | +4.8% |
| 30D | +19.1% | +19.4% | -0.3% | +12.6% |
| 3M | +19.5% | +9.4% | +10.0% | +16.0% |
| 6M | +33.5% | +15.3% | +18.1% | +26.5% |
| YTD | +8.7% | +31.3% | -22.6% | -2.1% |
| 1Y | +16.8% | +34.9% | -18.1% | +4.1% |
| 3Y | +53.0% | +58.6% | -5.6% | +25.2% |
| 5Y | -2.9% | +40.7% | -43.6% | -19.0% |
| All | +57.9% | +213.7% | -155.7% | -0.4% |
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