+11.3%
O vs MAS
+48.4%
-37.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.7% | +1.7% |
| 7D | +5.8% | +14.2% | -8.3% | +2.5% |
| 30D | +10.7% | +26.8% | -16.2% | +4.6% |
| 3M | -4.5% | +13.1% | -17.6% | -7.4% |
| 6M | -4.1% | +27.9% | -32.0% | -10.2% |
| YTD | +9.8% | +38.7% | -28.8% | -0.1% |
| 1Y | +11.3% | +40.4% | -29.1% | +0.8% |
| 3Y | +37.5% | +66.1% | -28.6% | +15.0% |
| 5Y | +11.3% | +47.4% | -36.1% | -4.1% |
| All | +11.3% | +48.4% | -37.1% | -4.1% |
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