+899.1%
PM vs MAS
+703.4%
+195.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.1% | +0.5% |
| 7D | +4.3% | +14.2% | -9.9% | +1.5% |
| 30D | +11.5% | +26.8% | -15.3% | +6.3% |
| 3M | +13.0% | +13.1% | -0.1% | +10.1% |
| 6M | +25.9% | +27.9% | -2.0% | +19.1% |
| YTD | +34.0% | +38.7% | -4.7% | +24.4% |
| 1Y | +46.9% | +40.4% | +6.5% | +35.9% |
| 3Y | +158.9% | +66.1% | +92.8% | +126.1% |
| 5Y | +181.3% | +47.4% | +133.9% | +148.0% |
| 10Y | +258.7% | +238.3% | +20.3% | +163.7% |
| All | +899.1% | +703.4% | +195.7% | +513.7% |
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