+1,604.6%
MOD vs MAS
+137.9%
+1,466.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.0% |
| 7D | +9.6% | -0.8% | +10.3% | +10.1% |
| 30D | 0.0% | -5.6% | +5.6% | +4.0% |
| 3M | -35.4% | +4.4% | -39.8% | -38.1% |
| 6M | -7.3% | +7.2% | -14.5% | -12.9% |
| YTD | +45.8% | +16.1% | +29.7% | +27.9% |
| 1Y | +43.1% | +0.1% | +43.0% | +39.5% |
| 3Y | +297.7% | +28.3% | +269.4% | +222.4% |
| 5Y | +1,478.8% | +30.5% | +1,448.3% | +1,139.6% |
| All | +1,604.6% | +137.9% | +1,466.6% | +799.3% |
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