+5,283.0%
O vs MAS
+1,438.5%
+3,844.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.5% |
| 7D | +4.5% | +4.6% | 0.0% | +3.1% |
| 30D | +10.2% | +19.9% | -9.7% | +4.2% |
| 3M | -3.8% | +8.9% | -12.7% | -6.5% |
| 6M | -3.8% | +20.2% | -24.0% | -9.9% |
| YTD | +10.3% | +33.9% | -23.6% | -1.0% |
| 1Y | +11.9% | +34.7% | -22.8% | +0.1% |
| 3Y | +38.1% | +60.4% | -22.3% | +14.4% |
| 5Y | +11.1% | +43.5% | -32.4% | -6.7% |
| 10Y | +72.7% | +226.7% | -153.9% | +10.3% |
| All | +5,283.0% | +1,438.5% | +3,844.4% | +1,928.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling