+1,381.0%
NET vs MAS
+124.7%
+1,256.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -5.3% |
| 7D | -16.4% | +14.2% | -30.5% | -22.1% |
| 30D | -25.8% | +26.8% | -52.7% | -34.8% |
| 3M | -11.5% | +13.1% | -24.7% | -17.9% |
| 6M | +18.9% | +27.9% | -9.0% | +1.5% |
| YTD | +35.2% | +38.7% | -3.4% | +6.4% |
| 1Y | +14.5% | +40.4% | -25.9% | -10.9% |
| 3Y | +313.8% | +66.1% | +247.7% | +173.2% |
| 5Y | +32.6% | +47.4% | -14.9% | -8.5% |
| All | +1,381.0% | +124.7% | +1,256.3% | +915.2% |
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