+192.1%
PM vs MAS
+137.9%
+54.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.4% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -3.4% | -5.6% | +2.2% | -2.1% |
| 3M | +5.2% | +4.4% | +0.7% | +3.5% |
| 6M | +3.7% | +7.2% | -3.5% | +1.1% |
| YTD | +15.8% | +16.1% | -0.3% | +10.3% |
| 1Y | +17.4% | +0.1% | +17.3% | +15.7% |
| 3Y | +116.9% | +28.3% | +88.6% | +92.8% |
| 5Y | +117.3% | +30.5% | +86.9% | +87.4% |
| All | +192.1% | +137.9% | +54.1% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling