+445.3%
MP vs MAS
+68.0%
+377.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.4% |
| 30D | +13.8% | -5.6% | +19.4% | +17.2% |
| 3M | -16.7% | +4.4% | -21.1% | -19.8% |
| 6M | -11.5% | +7.2% | -18.7% | -16.6% |
| YTD | +7.9% | +16.1% | -8.2% | -4.6% |
| 1Y | -15.0% | +0.1% | -15.1% | -18.5% |
| 3Y | +153.5% | +28.3% | +125.2% | +100.8% |
| 5Y | +58.7% | +30.5% | +28.2% | +21.9% |
| All | +445.3% | +68.0% | +377.3% | +262.1% |
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 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