+60.0%
MDT vs MAS
+219.2%
-159.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +2.7% | +3.6% | -0.8% | +1.6% |
| 30D | +14.8% | +23.8% | -9.0% | +7.3% |
| 3M | +14.6% | +14.4% | +0.1% | +9.7% |
| 6M | +35.7% | +19.7% | +16.0% | +27.1% |
| YTD | +8.5% | +36.0% | -27.5% | -3.4% |
| 1Y | +13.3% | +40.4% | -27.1% | -0.3% |
| 3Y | +58.6% | +58.9% | -0.3% | +29.9% |
| 5Y | -2.6% | +44.5% | -47.2% | -19.4% |
| 10Y | +60.0% | +214.8% | -154.8% | -0.4% |
| All | +60.0% | +219.2% | -159.3% | -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