+1,093.9%
MPC vs MAS
+219.8%
+874.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -2.6% |
| 7D | -12.8% | +4.6% | -17.3% | -14.5% |
| 30D | -12.7% | +19.9% | -32.6% | -19.3% |
| 3M | +27.1% | +8.9% | +18.2% | +21.6% |
| 6M | +45.8% | +20.2% | +25.6% | +31.5% |
| YTD | +134.7% | +33.9% | +100.8% | +96.9% |
| 1Y | +106.0% | +34.7% | +71.4% | +71.8% |
| 3Y | +165.5% | +60.4% | +105.1% | +96.4% |
| 5Y | +540.9% | +43.5% | +497.4% | +384.0% |
| All | +1,093.9% | +219.8% | +874.1% | +477.1% |
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