+4,789.9%
MU vs MAS
+241.3%
+4,548.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -10.3% |
| 7D | -19.1% | +14.2% | -33.3% | -25.9% |
| 30D | -25.2% | +26.8% | -52.1% | -36.1% |
| 3M | -10.9% | +13.1% | -24.0% | -18.6% |
| 6M | +38.0% | +27.9% | +10.1% | +16.2% |
| YTD | +178.8% | +38.7% | +140.2% | +119.1% |
| 1Y | +265.1% | +40.4% | +224.8% | +183.4% |
| 3Y | +1,006.2% | +66.1% | +940.1% | +650.9% |
| 5Y | +1,027.5% | +47.4% | +980.1% | +708.8% |
| 10Y | +4,789.9% | +238.3% | +4,551.5% | +1,865.9% |
| All | +4,789.9% | +241.3% | +4,548.6% | +1,865.9% |
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