+237.4%
MP vs MAS
+93.7%
+143.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -4.2% |
| 7D | -19.0% | +4.6% | -23.5% | -21.1% |
| 30D | -30.5% | +19.9% | -50.4% | -37.3% |
| 3M | -29.6% | +8.9% | -38.5% | -33.3% |
| 6M | -50.4% | +20.2% | -70.6% | -56.1% |
| YTD | -33.2% | +33.9% | -67.1% | -45.7% |
| 1Y | -38.6% | +34.7% | -73.2% | -50.5% |
| 3Y | +105.5% | +60.4% | +45.1% | +42.1% |
| 5Y | -7.8% | +43.5% | -51.3% | -33.5% |
| All | +237.4% | +93.7% | +143.7% | +106.1% |
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