+611.0%
MS vs MAS
+219.8%
+391.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -4.2% |
| 7D | -3.4% | +4.6% | -7.9% | -5.5% |
| 30D | -3.9% | +19.9% | -23.8% | -12.6% |
| 3M | -15.9% | +8.9% | -24.8% | -20.0% |
| 6M | -2.5% | +20.2% | -22.6% | -13.0% |
| YTD | +5.1% | +33.9% | -28.8% | -13.2% |
| 1Y | +13.0% | +34.7% | -21.7% | -7.3% |
| 3Y | +160.7% | +60.4% | +100.3% | +86.2% |
| 5Y | +114.0% | +43.5% | +70.6% | +59.0% |
| All | +611.0% | +219.8% | +391.2% | +217.2% |
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 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