+219.5%
P vs MAS
+67.0%
+152.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.6% | -10.6% | -6.3% |
| 7D | -19.4% | +14.2% | -33.5% | -22.2% |
| 30D | -22.3% | +26.8% | -49.1% | -27.6% |
| 3M | +33.2% | +13.1% | +20.1% | +28.3% |
| 6M | +53.6% | +27.9% | +25.7% | +40.8% |
| YTD | +66.8% | +38.7% | +28.1% | +45.0% |
| 1Y | +17.5% | +40.4% | -22.8% | +1.4% |
| All | +219.5% | +67.0% | +152.5% | +130.1% |
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