+6,288.2%
MS vs MAS
+978.2%
+5,310.0%
-88.1%
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% | -0.7% |
| 7D | +1.4% | -0.8% | +2.1% | +1.8% |
| 30D | -0.3% | -5.6% | +5.3% | +2.7% |
| 3M | +0.3% | +4.4% | -4.1% | -3.4% |
| 6M | +31.3% | +7.2% | +24.1% | +23.4% |
| YTD | +24.7% | +16.1% | +8.6% | +11.1% |
| 1Y | +47.9% | +0.1% | +47.8% | +41.9% |
| 3Y | +178.3% | +28.3% | +150.0% | +126.9% |
| 5Y | +144.9% | +30.5% | +114.4% | +92.3% |
| 10Y | +804.5% | +139.1% | +665.4% | +388.0% |
| All | +6,288.2% | +978.2% | +5,310.0% | +1,342.1% |
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