+3,101.0%
MPC vs MAS
+759.3%
+2,341.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +31.0% | -5.6% | +36.5% | +33.6% |
| 3M | +46.0% | +4.4% | +41.6% | +41.1% |
| 6M | +77.3% | +7.2% | +70.1% | +66.6% |
| YTD | +141.9% | +16.1% | +125.8% | +118.0% |
| 1Y | +120.9% | +0.1% | +120.8% | +111.3% |
| 3Y | +182.7% | +28.3% | +154.4% | +136.2% |
| 5Y | +646.4% | +30.5% | +616.0% | +495.9% |
| 10Y | +1,138.7% | +139.1% | +999.6% | +638.0% |
| All | +3,101.0% | +759.3% | +2,341.7% | +954.2% |
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 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