+763.1%
PM vs MAS
+572.8%
+190.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.3% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.4% | -5.6% | +2.2% | -2.3% |
| 3M | +5.2% | +4.4% | +0.7% | +3.8% |
| 6M | +3.7% | +7.2% | -3.5% | +1.7% |
| YTD | +15.8% | +16.1% | -0.3% | +11.5% |
| 1Y | +17.4% | +0.1% | +17.3% | +16.1% |
| 3Y | +116.9% | +28.3% | +88.6% | +99.8% |
| 5Y | +117.3% | +30.5% | +86.9% | +96.3% |
| 10Y | +193.8% | +139.1% | +54.6% | +130.5% |
| All | +763.1% | +572.8% | +190.4% | +450.1% |
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