+26.4%
P vs MAS
+1.6%
+24.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +18.8% | -5.6% | +24.4% | +19.4% |
| 3M | +26.7% | +4.4% | +22.3% | +26.4% |
| 6M | +62.2% | +7.2% | +55.0% | +59.1% |
| YTD | +48.5% | +16.1% | +32.4% | +42.3% |
| 1Y | +26.4% | +0.1% | +26.3% | +26.6% |
| All | +26.4% | +1.6% | +24.8% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling