+166.6%
PM vs MAS
+41.7%
+124.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -4.1% |
| 7D | -3.4% | +4.6% | -7.9% | -3.9% |
| 30D | +5.8% | +19.9% | -14.0% | +3.2% |
| 3M | +6.7% | +8.9% | -2.2% | +5.3% |
| 6M | +19.9% | +20.2% | -0.3% | +16.4% |
| YTD | +27.8% | +33.9% | -6.1% | +22.1% |
| 1Y | +39.4% | +34.7% | +4.7% | +33.1% |
| 3Y | +146.9% | +60.4% | +86.5% | +119.9% |
| 5Y | +166.6% | +43.5% | +123.2% | +132.8% |
| All | +166.6% | +41.7% | +124.9% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling