+51.4%
O vs MAS
+137.9%
-86.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.4% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | -1.9% | -5.6% | +3.7% | -0.1% |
| 3M | +3.8% | +4.4% | -0.6% | +1.4% |
| 6M | -4.7% | +7.2% | -11.9% | -8.5% |
| YTD | +12.5% | +16.1% | -3.6% | +4.5% |
| 1Y | +10.8% | +0.1% | +10.7% | +8.3% |
| 3Y | +28.8% | +28.3% | +0.5% | +10.8% |
| 5Y | +13.2% | +30.5% | -17.3% | -5.9% |
| All | +51.4% | +137.9% | -86.6% | -4.5% |
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