+346.6%
PSX vs MAS
+213.7%
+132.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -13.1% | +2.0% | -15.1% | -13.8% |
| 30D | -9.5% | +19.4% | -28.9% | -15.2% |
| 3M | +20.2% | +9.4% | +10.8% | +15.7% |
| 6M | +44.9% | +15.3% | +29.6% | +34.9% |
| YTD | +94.4% | +31.3% | +63.1% | +68.7% |
| 1Y | +83.1% | +34.9% | +48.2% | +56.9% |
| 3Y | +132.2% | +58.6% | +73.6% | +83.7% |
| 5Y | +278.8% | +40.7% | +238.1% | +205.7% |
| All | +346.6% | +213.7% | +132.9% | +142.4% |
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