+4,130.8%
MSI vs MAS
+1,727.7%
+2,403.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -0.5% |
| 7D | +2.8% | +14.2% | -11.3% | -1.4% |
| 30D | +9.1% | +26.8% | -17.7% | +1.2% |
| 3M | +12.5% | +13.1% | -0.6% | +7.8% |
| 6M | +14.2% | +27.9% | -13.7% | +4.7% |
| YTD | +30.7% | +38.7% | -7.9% | +15.8% |
| 1Y | +27.5% | +40.4% | -12.8% | +12.4% |
| 3Y | +71.4% | +66.1% | +5.3% | +39.5% |
| 5Y | +109.6% | +47.4% | +62.2% | +74.1% |
| 10Y | +658.5% | +238.3% | +420.1% | +372.7% |
| All | +4,130.8% | +1,727.7% | +2,403.1% | +1,188.2% |
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