+12.4%
O vs MAS
+47.3%
-34.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.3% |
| 7D | +3.3% | +3.3% | +0.1% | +2.5% |
| 30D | +10.3% | +25.5% | -15.1% | +4.5% |
| 3M | -3.5% | +11.8% | -15.2% | -6.2% |
| 6M | -1.3% | +21.3% | -22.6% | -6.4% |
| YTD | +10.3% | +37.7% | -27.4% | +0.4% |
| 1Y | +10.4% | +41.0% | -30.6% | -0.2% |
| 3Y | +40.0% | +63.0% | -23.0% | +17.6% |
| 5Y | +12.4% | +44.1% | -31.8% | -2.1% |
| All | +12.4% | +47.3% | -34.9% | -2.1% |
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