-3.7%
P vs MAS
+37.4%
-41.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -16.4% |
| 7D | -31.9% | +4.6% | -36.4% | -31.7% |
| 30D | -36.5% | +19.9% | -56.4% | -36.6% |
| 3M | +11.6% | +8.9% | +2.7% | +12.3% |
| 6M | +25.2% | +20.2% | +5.0% | +25.0% |
| YTD | +39.4% | +33.9% | +5.6% | +33.2% |
| 1Y | -3.7% | +34.7% | -38.3% | -9.3% |
| All | -3.7% | +37.4% | -41.1% | -9.3% |
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 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