+474.7%
NDAQ vs MAS
+213.7%
+261.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +0.8% | +2.0% | -1.1% | +0.1% |
| 30D | +16.5% | +19.4% | -2.9% | +9.1% |
| 3M | +13.5% | +9.4% | +4.1% | +9.4% |
| 6M | +20.9% | +15.3% | +5.6% | +13.3% |
| YTD | +11.4% | +31.3% | -19.9% | -2.6% |
| 1Y | +25.9% | +34.9% | -8.9% | +8.7% |
| 3Y | +119.9% | +58.6% | +61.3% | +71.6% |
| 5Y | +61.7% | +40.7% | +21.1% | +29.8% |
| All | +474.7% | +213.7% | +261.0% | +221.5% |
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