+3,773.6%
MU vs MAS
+219.8%
+3,553.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.4% | -14.0% | -15.4% |
| 7D | -29.7% | +4.6% | -34.3% | -31.7% |
| 30D | -37.2% | +19.9% | -57.1% | -44.3% |
| 3M | -26.5% | +8.9% | -35.4% | -31.1% |
| 6M | +2.6% | +20.2% | -17.6% | -10.1% |
| YTD | +130.1% | +33.9% | +96.3% | +85.3% |
| 1Y | +176.7% | +34.7% | +142.0% | +120.9% |
| 3Y | +813.1% | +60.4% | +752.7% | +535.3% |
| 5Y | +822.0% | +43.5% | +778.5% | +574.4% |
| All | +3,773.6% | +219.8% | +3,553.8% | +1,525.2% |
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 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