+32.6%
NET vs MAS
+48.4%
-15.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -5.8% |
| 7D | -16.4% | +14.2% | -30.5% | -23.1% |
| 30D | -25.8% | +26.8% | -52.7% | -36.5% |
| 3M | -11.5% | +13.1% | -24.7% | -19.1% |
| 6M | +18.9% | +27.9% | -9.0% | -2.3% |
| YTD | +35.2% | +38.7% | -3.4% | -0.4% |
| 1Y | +14.5% | +40.4% | -25.9% | -17.0% |
| 3Y | +313.8% | +66.1% | +247.7% | +121.2% |
| 5Y | +32.6% | +47.4% | -14.9% | -21.0% |
| All | +32.6% | +48.4% | -15.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling