+622.3%
MSCI vs MAS
+137.9%
+484.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +0.4% | -0.8% | +1.1% | +0.7% |
| 30D | +0.6% | -5.6% | +6.1% | +3.0% |
| 3M | -7.1% | +4.4% | -11.5% | -10.2% |
| 6M | +0.8% | +7.2% | -6.4% | -4.7% |
| YTD | +1.0% | +16.1% | -15.1% | -9.5% |
| 1Y | +4.3% | +0.1% | +4.2% | +0.4% |
| 3Y | +9.9% | +28.3% | -18.4% | -11.0% |
| 5Y | -6.8% | +30.5% | -37.2% | -26.4% |
| All | +622.3% | +137.9% | +484.4% | +302.9% |
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 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