+806.0%
MSCI vs MAS
+219.8%
+586.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.2% |
| 7D | +6.0% | +4.6% | +1.5% | +4.0% |
| 30D | +18.2% | +19.9% | -1.7% | +8.9% |
| 3M | +15.1% | +8.9% | +6.2% | +10.4% |
| 6M | +13.7% | +20.2% | -6.4% | +2.8% |
| YTD | +15.6% | +33.9% | -18.3% | -3.2% |
| 1Y | +16.3% | +34.7% | -18.3% | -3.0% |
| 3Y | +36.9% | +60.4% | -23.5% | -1.0% |
| 5Y | +6.3% | +43.5% | -37.1% | -19.7% |
| All | +806.0% | +219.8% | +586.1% | +339.8% |
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