+1,027.5%
MU vs MAS
+48.4%
+979.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -9.9% |
| 7D | -19.1% | +14.2% | -33.3% | -25.2% |
| 30D | -25.2% | +26.8% | -52.1% | -35.2% |
| 3M | -10.9% | +13.1% | -24.0% | -17.8% |
| 6M | +38.0% | +27.9% | +10.1% | +18.0% |
| YTD | +178.8% | +38.7% | +140.2% | +122.9% |
| 1Y | +265.1% | +40.4% | +224.8% | +188.5% |
| 3Y | +1,006.2% | +66.1% | +940.1% | +667.6% |
| 5Y | +1,027.5% | +47.4% | +980.1% | +770.0% |
| All | +1,027.5% | +48.4% | +979.1% | +770.0% |
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