+2,327.9%
NDAQ vs MAS
+420.1%
+1,907.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.6% |
| 7D | -2.4% | -0.8% | -1.7% | -2.2% |
| 30D | +2.5% | -5.6% | +8.0% | +4.7% |
| 3M | +9.9% | +4.4% | +5.5% | +6.9% |
| 6M | +9.4% | +7.2% | +2.2% | +4.0% |
| YTD | +0.4% | +16.1% | -15.7% | -8.5% |
| 1Y | +4.0% | +0.1% | +3.9% | +0.5% |
| 3Y | +94.4% | +28.3% | +66.1% | +64.5% |
| 5Y | +56.7% | +30.5% | +26.3% | +28.3% |
| 10Y | +375.3% | +139.1% | +236.2% | +185.8% |
| All | +2,327.9% | +420.1% | +1,907.8% | +689.6% |
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