+87.1%
PSX vs MAS
+37.4%
+49.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.4% | -1.4% | -5.4% |
| 7D | -9.7% | +4.6% | -14.3% | -8.9% |
| 30D | -8.4% | +19.9% | -28.3% | -5.4% |
| 3M | +22.6% | +8.9% | +13.7% | +24.7% |
| 6M | +38.8% | +20.2% | +18.6% | +44.1% |
| YTD | +95.5% | +33.9% | +61.6% | +101.4% |
| 1Y | +87.1% | +34.7% | +52.5% | +91.9% |
| All | +87.1% | +37.4% | +49.7% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling