+119.3%
NDAQ vs MAS
+61.2%
+58.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.9% |
| 7D | +1.2% | +4.6% | -3.4% | +0.2% |
| 30D | +15.8% | +19.9% | -4.1% | +11.6% |
| 3M | +13.4% | +8.9% | +4.5% | +11.2% |
| 6M | +20.9% | +20.2% | +0.7% | +15.7% |
| YTD | +11.1% | +33.9% | -22.8% | +2.0% |
| 1Y | +26.5% | +34.7% | -8.2% | +15.8% |
| All | +119.3% | +61.2% | +58.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling