+132.0%
MO vs MAS
+214.9%
-82.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +9.7% | +19.8% | -10.1% | +5.6% |
| 3M | +14.1% | +9.8% | +4.3% | +11.7% |
| 6M | +11.9% | +15.8% | -3.9% | +7.7% |
| YTD | +38.4% | +31.8% | +6.6% | +28.5% |
| 1Y | +41.9% | +35.4% | +6.5% | +30.8% |
| 3Y | +134.5% | +59.2% | +75.3% | +100.1% |
| 5Y | +147.3% | +41.2% | +106.0% | +113.9% |
| All | +132.0% | +214.9% | -82.9% | +58.0% |
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