+127.7%
MS vs MAS
+48.4%
+79.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +1.9% |
| 7D | +2.6% | +14.2% | -11.5% | -2.9% |
| 30D | +2.6% | +26.8% | -24.2% | -7.2% |
| 3M | -10.1% | +13.1% | -23.2% | -14.9% |
| 6M | +4.4% | +27.9% | -23.6% | -7.4% |
| YTD | +11.7% | +38.7% | -26.9% | -6.0% |
| 1Y | +20.9% | +40.4% | -19.4% | +1.0% |
| 3Y | +177.1% | +66.1% | +111.0% | +104.8% |
| 5Y | +127.7% | +47.4% | +80.3% | +74.9% |
| All | +127.7% | +48.4% | +79.3% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling