+822.0%
MU vs MAS
+41.7%
+780.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.4% | -14.0% | -15.6% |
| 7D | -29.7% | +4.6% | -34.3% | -31.5% |
| 30D | -37.2% | +19.9% | -57.1% | -43.6% |
| 3M | -26.5% | +8.9% | -35.4% | -30.6% |
| 6M | +2.6% | +20.2% | -17.6% | -9.0% |
| YTD | +130.1% | +33.9% | +96.3% | +88.0% |
| 1Y | +176.7% | +34.7% | +142.0% | +124.3% |
| 3Y | +813.1% | +60.4% | +752.7% | +547.4% |
| 5Y | +822.0% | +43.5% | +778.5% | +625.4% |
| All | +822.0% | +41.7% | +780.3% | +625.4% |
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