+25.6%
OMC vs MAS
+61.2%
-35.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.9% |
| 7D | +7.6% | +4.6% | +3.0% | +5.7% |
| 30D | +16.0% | +19.9% | -3.9% | +8.2% |
| 3M | +7.7% | +8.9% | -1.2% | +4.0% |
| 6M | +14.5% | +20.2% | -5.6% | +6.0% |
| YTD | +11.2% | +33.9% | -22.7% | -3.2% |
| 1Y | +23.6% | +34.7% | -11.1% | +7.0% |
| All | +25.6% | +61.2% | -35.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling