+10.7%
O vs MAS
+39.2%
-28.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +3.7% | +2.0% | +1.7% | +3.2% |
| 30D | +11.2% | +19.4% | -8.2% | +6.6% |
| 3M | -4.0% | +9.4% | -13.4% | -6.2% |
| 6M | -5.2% | +15.3% | -20.6% | -9.1% |
| YTD | +9.5% | +31.3% | -21.8% | +0.8% |
| 1Y | +10.6% | +34.9% | -24.3% | +1.1% |
| 3Y | +38.1% | +58.6% | -20.5% | +16.7% |
| All | +10.7% | +39.2% | -28.5% | -3.7% |
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 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