+6.7%
MGY vs MAS
+39.3%
-32.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.6% |
| 7D | +2.6% | -1.8% | +4.4% | +2.2% |
| 30D | -2.0% | +23.6% | -25.6% | +4.2% |
| 3M | -7.8% | +12.4% | -20.3% | -4.3% |
| 6M | -13.9% | +21.9% | -35.8% | -8.9% |
| YTD | +11.6% | +36.1% | -24.5% | +15.5% |
| 1Y | +6.7% | +39.5% | -32.7% | +9.6% |
| All | +6.7% | +39.3% | -32.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling