+376.4%
NDAQ vs MAS
+137.9%
+238.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.5% |
| 7D | -2.4% | -0.8% | -1.7% | -2.2% |
| 30D | +2.5% | -5.6% | +8.0% | +4.4% |
| 3M | +9.9% | +4.4% | +5.5% | +7.2% |
| 6M | +9.4% | +7.2% | +2.2% | +4.6% |
| YTD | +0.4% | +16.1% | -15.7% | -7.9% |
| 1Y | +4.0% | +0.1% | +3.9% | +1.1% |
| 3Y | +94.4% | +28.3% | +66.1% | +65.6% |
| 5Y | +56.7% | +30.5% | +26.3% | +29.3% |
| All | +376.4% | +137.9% | +238.5% | +196.2% |
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