+148.4%
PM vs MAS
+61.2%
+87.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -4.4% |
| 7D | -3.4% | +4.6% | -7.9% | -3.6% |
| 30D | +5.8% | +19.9% | -14.0% | +4.7% |
| 3M | +6.7% | +8.9% | -2.2% | +6.1% |
| 6M | +19.9% | +20.2% | -0.3% | +18.6% |
| YTD | +27.8% | +33.9% | -6.1% | +26.3% |
| 1Y | +39.4% | +34.7% | +4.7% | +37.8% |
| All | +148.4% | +61.2% | +87.1% | +141.3% |
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 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