-25.1%
ON vs MAS
+29.0%
-54.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | -3.3% | -5.6% | +2.3% | +0.1% |
| 3M | -43.6% | +4.4% | -48.0% | -46.3% |
| 6M | +19.0% | +7.2% | +11.7% | +9.8% |
| YTD | +37.4% | +16.1% | +21.3% | +17.9% |
| 1Y | +54.8% | +0.1% | +54.7% | +48.8% |
| All | -25.1% | +29.0% | -54.1% | -38.7% |
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