+72.6%
PR vs MAS
+241.3%
-168.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.6% | -12.2% | -8.0% |
| 7D | -12.1% | +14.2% | -26.3% | -15.3% |
| 30D | +0.9% | +26.8% | -25.9% | -5.5% |
| 3M | +10.1% | +13.1% | -3.0% | +5.9% |
| 6M | +1.1% | +27.9% | -26.8% | -7.6% |
| YTD | +63.7% | +38.7% | +25.0% | +43.6% |
| 1Y | +87.0% | +40.4% | +46.7% | +63.1% |
| 3Y | +70.7% | +66.1% | +4.6% | +39.6% |
| 5Y | +246.8% | +47.4% | +199.4% | +188.5% |
| 10Y | +72.6% | +238.3% | -165.7% | +56.0% |
| All | +72.6% | +241.3% | -168.7% | +56.0% |
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