+557.5%
P vs MAS
+282.7%
+274.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.6% | -10.6% | -7.6% |
| 7D | -19.4% | +14.2% | -33.5% | -24.6% |
| 30D | -22.3% | +26.8% | -49.1% | -31.4% |
| 3M | +33.2% | +13.1% | +20.1% | +23.8% |
| 6M | +53.6% | +27.9% | +25.7% | +32.6% |
| YTD | +66.8% | +38.7% | +28.1% | +35.1% |
| 1Y | +17.5% | +40.4% | -22.8% | -5.6% |
| 3Y | +219.7% | +66.1% | +153.6% | +127.4% |
| 5Y | +307.8% | +47.4% | +260.3% | +202.2% |
| 10Y | +855.3% | +238.3% | +617.0% | +357.4% |
| All | +557.5% | +282.7% | +274.7% | +230.2% |
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