+1,449.6%
NET vs MAS
+88.1%
+1,361.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.9% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.8% | -5.6% | +0.8% | -2.1% |
| 3M | +3.8% | +4.4% | -0.6% | -0.5% |
| 6M | +50.0% | +7.2% | +42.8% | +39.4% |
| YTD | +41.5% | +16.1% | +25.4% | +23.2% |
| 1Y | +32.8% | +0.1% | +32.7% | +26.0% |
| 3Y | +335.9% | +28.3% | +307.6% | +236.2% |
| 5Y | +113.8% | +30.5% | +83.4% | +60.4% |
| All | +1,449.6% | +88.1% | +1,361.4% | +1,074.8% |
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