+107.3%
PR vs MAS
+137.9%
-30.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +18.0% | -5.6% | +23.6% | +19.6% |
| 3M | +16.9% | +4.4% | +12.4% | +13.7% |
| 6M | +28.2% | +7.2% | +21.0% | +22.5% |
| YTD | +69.3% | +16.1% | +53.2% | +56.7% |
| 1Y | +69.5% | +0.1% | +69.4% | +64.2% |
| 3Y | +81.7% | +28.3% | +53.4% | +60.7% |
| 5Y | +422.2% | +30.5% | +391.8% | +351.3% |
| All | +107.3% | +137.9% | -30.6% | +82.1% |
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 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