+7,983.2%
MDT vs MAS
+1,430.5%
+6,552.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +9.5% | -5.6% | +15.1% | +10.9% |
| 3M | +16.0% | +4.4% | +11.5% | +14.3% |
| 6M | +0.2% | +7.2% | -7.0% | -2.1% |
| YTD | -0.3% | +16.1% | -16.4% | -4.6% |
| 1Y | +4.7% | +0.1% | +4.6% | +3.4% |
| 3Y | +26.5% | +28.3% | -1.8% | +16.4% |
| 5Y | -18.2% | +30.5% | -48.7% | -26.2% |
| 10Y | +40.0% | +139.1% | -99.1% | +8.3% |
| All | +7,983.2% | +1,430.5% | +6,552.7% | +3,235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling