0.0%
MDT vs MAS
+41.7%
-41.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | +8.0% | +4.6% | +3.4% | +6.8% |
| 30D | +20.4% | +19.9% | +0.5% | +15.2% |
| 3M | +22.9% | +8.9% | +14.0% | +20.2% |
| 6M | +37.1% | +20.2% | +16.9% | +30.2% |
| YTD | +11.9% | +33.9% | -21.9% | +2.7% |
| 1Y | +19.8% | +34.7% | -14.8% | +9.7% |
| 3Y | +59.4% | +60.4% | -1.0% | +36.1% |
| 5Y | 0.0% | +43.5% | -43.4% | -16.5% |
| All | 0.0% | +41.7% | -41.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling