+55.5%
OMC vs MAS
+230.1%
-174.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +0.6% |
| 7D | +5.4% | +3.3% | +2.1% | +3.9% |
| 30D | +15.7% | +25.5% | -9.7% | +5.3% |
| 3M | +4.9% | +11.8% | -6.9% | -0.1% |
| 6M | +17.3% | +21.3% | -4.1% | +7.3% |
| YTD | +13.0% | +37.7% | -24.7% | -3.4% |
| 1Y | +24.1% | +41.0% | -16.9% | +4.9% |
| 3Y | +31.2% | +63.0% | -31.8% | +2.5% |
| 5Y | +53.4% | +44.1% | +9.2% | +23.3% |
| 10Y | +55.5% | +224.3% | -168.7% | -10.1% |
| All | +55.5% | +230.1% | -174.6% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling