+5,947.5%
OMC vs MAS
+1,430.5%
+4,517.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | -6.4% | -0.8% | -5.7% | -6.2% |
| 30D | +1.1% | -5.6% | +6.7% | +2.8% |
| 3M | +10.4% | +4.4% | +6.0% | +8.5% |
| 6M | -1.7% | +7.2% | -8.9% | -4.7% |
| YTD | +4.4% | +16.1% | -11.7% | -1.6% |
| 1Y | +8.4% | +0.1% | +8.3% | +6.8% |
| 3Y | +14.4% | +28.3% | -13.9% | +3.5% |
| 5Y | +33.9% | +30.5% | +3.4% | +19.0% |
| 10Y | +34.9% | +139.1% | -104.3% | -2.3% |
| All | +5,947.5% | +1,430.5% | +4,517.1% | +2,159.3% |
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