+5,257.6%
O vs MAS
+1,493.4%
+3,764.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.7% | +1.3% |
| 7D | +5.8% | +14.2% | -8.3% | +1.6% |
| 30D | +10.7% | +26.8% | -16.2% | +2.9% |
| 3M | -4.5% | +13.1% | -17.6% | -8.3% |
| 6M | -4.1% | +27.9% | -32.0% | -11.9% |
| YTD | +9.8% | +38.7% | -28.8% | -2.5% |
| 1Y | +11.3% | +40.4% | -29.1% | -1.7% |
| 3Y | +37.5% | +66.1% | -28.6% | +12.7% |
| 5Y | +11.3% | +47.4% | -36.1% | -7.2% |
| 10Y | +71.9% | +238.3% | -166.4% | +8.7% |
| All | +5,257.6% | +1,493.4% | +3,764.2% | +1,898.3% |
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