+2,658.5%
NDAQ vs MAS
+521.1%
+2,137.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.1% | +0.2% |
| 7D | +3.9% | +14.2% | -10.2% | -1.7% |
| 30D | +19.0% | +26.8% | -7.8% | +7.8% |
| 3M | +17.6% | +13.1% | +4.4% | +11.3% |
| 6M | +21.0% | +27.9% | -6.9% | +7.7% |
| YTD | +14.1% | +38.7% | -24.6% | -3.6% |
| 1Y | +29.4% | +40.4% | -10.9% | +8.7% |
| 3Y | +127.4% | +66.1% | +61.3% | +72.9% |
| 5Y | +66.1% | +47.4% | +18.7% | +29.5% |
| 10Y | +495.6% | +238.3% | +257.3% | +210.7% |
| All | +2,658.5% | +521.1% | +2,137.4% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling