+1,183.8%
MPC vs MAS
+241.3%
+942.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.8% | -10.3% |
| 7D | -10.9% | +14.2% | -25.1% | -15.8% |
| 30D | -9.4% | +26.8% | -36.2% | -18.1% |
| 3M | +26.0% | +13.1% | +12.8% | +18.7% |
| 6M | +56.5% | +27.9% | +28.6% | +37.5% |
| YTD | +144.3% | +38.7% | +105.6% | +102.1% |
| 1Y | +117.2% | +40.4% | +76.9% | +78.1% |
| 3Y | +176.3% | +66.1% | +110.2% | +101.5% |
| 5Y | +590.5% | +47.4% | +543.1% | +416.6% |
| 10Y | +1,183.8% | +238.3% | +945.5% | +506.3% |
| All | +1,183.8% | +241.3% | +942.5% | +506.3% |
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