+259.1%
MP vs MAS
+100.7%
+158.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.6% | -10.7% | -8.0% |
| 7D | -12.5% | +14.2% | -26.7% | -18.9% |
| 30D | -23.3% | +26.8% | -50.2% | -33.0% |
| 3M | -24.4% | +13.1% | -37.5% | -29.8% |
| 6M | -45.8% | +27.9% | -73.7% | -53.6% |
| YTD | -28.9% | +38.7% | -67.6% | -43.3% |
| 1Y | -34.6% | +40.4% | -75.0% | -48.5% |
| 3Y | +118.7% | +66.1% | +52.6% | +48.4% |
| 5Y | -3.1% | +47.4% | -50.5% | -31.2% |
| All | +259.1% | +100.7% | +158.4% | +115.2% |
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