+39.2%
O vs MAS
+61.2%
-22.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | +4.5% | +4.6% | 0.0% | +3.7% |
| 30D | +10.2% | +19.9% | -9.7% | +6.7% |
| 3M | -3.8% | +8.9% | -12.7% | -5.4% |
| 6M | -3.8% | +20.2% | -24.0% | -7.4% |
| YTD | +10.3% | +33.9% | -23.6% | +3.4% |
| 1Y | +11.9% | +34.7% | -22.8% | +4.7% |
| All | +39.2% | +61.2% | -22.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling