+808.5%
MS vs MAS
+137.9%
+670.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | +1.4% | -0.8% | +2.1% | +1.7% |
| 30D | -0.3% | -5.6% | +5.3% | +2.5% |
| 3M | +0.3% | +4.4% | -4.1% | -3.3% |
| 6M | +31.3% | +7.2% | +24.1% | +23.8% |
| YTD | +24.7% | +16.1% | +8.6% | +11.4% |
| 1Y | +47.9% | +0.1% | +47.8% | +42.4% |
| 3Y | +178.3% | +28.3% | +150.0% | +126.0% |
| 5Y | +144.9% | +30.5% | +114.4% | +91.3% |
| All | +808.5% | +137.9% | +670.6% | +378.0% |
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