+4,006.0%
PG vs MAS
+1,430.5%
+2,575.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | +1.9% | -0.8% | +2.6% | +2.0% |
| 30D | -0.2% | -5.6% | +5.3% | +0.6% |
| 3M | +4.8% | +4.4% | +0.4% | +3.8% |
| 6M | -6.1% | +7.2% | -13.3% | -7.6% |
| YTD | +4.5% | +16.1% | -11.7% | +1.4% |
| 1Y | -5.3% | +0.1% | -5.4% | -6.0% |
| 3Y | +2.6% | +28.3% | -25.7% | -3.4% |
| 5Y | +15.6% | +30.5% | -14.9% | +7.3% |
| 10Y | +118.0% | +139.1% | -21.1% | +80.8% |
| All | +4,006.0% | +1,430.5% | +2,575.6% | +2,237.1% |
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 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