+684.1%
MS vs MAS
+241.3%
+442.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +1.4% |
| 7D | +2.6% | +14.2% | -11.5% | -4.2% |
| 30D | +2.6% | +26.8% | -24.2% | -9.4% |
| 3M | -10.1% | +13.1% | -23.2% | -16.1% |
| 6M | +4.4% | +27.9% | -23.6% | -10.0% |
| YTD | +11.7% | +38.7% | -26.9% | -9.5% |
| 1Y | +20.9% | +40.4% | -19.4% | -2.9% |
| 3Y | +177.1% | +66.1% | +111.0% | +94.3% |
| 5Y | +127.7% | +47.4% | +80.3% | +66.9% |
| 10Y | +684.1% | +238.3% | +445.7% | +238.4% |
| All | +684.1% | +241.3% | +442.7% | +238.4% |
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