+148.0%
MO vs MAS
+39.2%
+108.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | +9.7% | +19.4% | -9.7% | +8.1% |
| 3M | +14.1% | +9.4% | +4.7% | +13.2% |
| 6M | +11.9% | +15.3% | -3.5% | +10.4% |
| YTD | +38.4% | +31.3% | +7.1% | +34.8% |
| 1Y | +41.9% | +34.9% | +7.0% | +37.8% |
| 3Y | +134.5% | +58.6% | +75.9% | +119.6% |
| All | +148.0% | +39.2% | +108.8% | +126.9% |
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