+3,565.2%
MOD vs MAS
+1,430.5%
+2,134.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.3% |
| 7D | +9.6% | -0.8% | +10.3% | +10.0% |
| 30D | 0.0% | -5.6% | +5.6% | +3.0% |
| 3M | -35.4% | +4.4% | -39.8% | -37.3% |
| 6M | -7.3% | +7.2% | -14.5% | -11.1% |
| YTD | +45.8% | +16.1% | +29.7% | +33.1% |
| 1Y | +43.1% | +0.1% | +43.0% | +41.4% |
| 3Y | +297.7% | +28.3% | +269.4% | +246.2% |
| 5Y | +1,478.8% | +30.5% | +1,448.3% | +1,250.7% |
| 10Y | +1,633.4% | +139.1% | +1,494.3% | +978.7% |
| All | +3,565.2% | +1,430.5% | +2,134.8% | +961.0% |
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 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