+78.6%
PR vs MAS
+67.0%
+11.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.6% | -12.2% | -7.2% |
| 7D | -12.1% | +14.2% | -26.3% | -13.6% |
| 30D | +0.9% | +26.8% | -25.9% | -2.4% |
| 3M | +10.1% | +13.1% | -3.0% | +8.2% |
| 6M | +1.1% | +27.9% | -26.8% | -4.9% |
| YTD | +63.7% | +38.7% | +25.0% | +47.0% |
| 1Y | +87.0% | +40.4% | +46.7% | +66.7% |
| All | +78.6% | +67.0% | +11.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling