+7.9%
MSCI vs MAS
+48.4%
-40.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.3% | +3.1% |
| 7D | +11.5% | +14.2% | -2.7% | +5.7% |
| 30D | +22.1% | +26.8% | -4.7% | +11.0% |
| 3M | +18.4% | +13.1% | +5.3% | +12.4% |
| 6M | +16.6% | +27.9% | -11.3% | +3.8% |
| YTD | +18.8% | +38.7% | -19.8% | -0.4% |
| 1Y | +19.0% | +40.4% | -21.4% | -1.1% |
| 3Y | +40.7% | +66.1% | -25.4% | -1.2% |
| 5Y | +7.9% | +47.4% | -39.5% | -17.6% |
| All | +7.9% | +48.4% | -40.5% | -17.6% |
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