+14,854.2%
MO vs MAS
+1,430.5%
+13,423.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +0.6% | -5.6% | +6.2% | +1.5% |
| 3M | -1.0% | +4.4% | -5.4% | -2.0% |
| 6M | +4.3% | +7.2% | -2.9% | +2.5% |
| YTD | +23.3% | +16.1% | +7.2% | +19.3% |
| 1Y | +10.5% | +0.1% | +10.4% | +9.3% |
| 3Y | +96.3% | +28.3% | +68.0% | +83.5% |
| 5Y | +98.9% | +30.5% | +68.4% | +82.8% |
| 10Y | +103.6% | +139.1% | -35.5% | +67.1% |
| All | +14,854.2% | +1,430.5% | +13,423.7% | +7,623.7% |
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