-38.6%
MP vs MAS
+37.4%
-76.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.3% |
| 7D | -19.0% | +4.6% | -23.5% | -19.8% |
| 30D | -30.5% | +19.9% | -50.4% | -33.5% |
| 3M | -29.6% | +8.9% | -38.5% | -31.3% |
| 6M | -50.4% | +20.2% | -70.6% | -52.6% |
| YTD | -33.2% | +33.9% | -67.1% | -38.3% |
| 1Y | -38.6% | +34.7% | -73.2% | -42.7% |
| All | -38.6% | +37.4% | -76.0% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling