+1,315.7%
MU vs MAS
+32.0%
+1,283.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.1% |
| 7D | +9.0% | -0.8% | +9.7% | +9.5% |
| 30D | +13.8% | -5.6% | +19.4% | +17.2% |
| 3M | +2.1% | +4.4% | -2.4% | -1.2% |
| 6M | +153.8% | +7.2% | +146.6% | +140.7% |
| YTD | +256.4% | +16.1% | +240.3% | +218.2% |
| 1Y | +719.8% | +0.1% | +719.7% | +695.3% |
| 3Y | +1,360.4% | +28.3% | +1,332.1% | +1,093.2% |
| All | +1,315.7% | +32.0% | +1,283.7% | +1,033.0% |
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