+141.2%
PSX vs MAS
+29.0%
+112.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | +26.6% | -5.6% | +32.2% | +28.0% |
| 3M | +39.3% | +4.4% | +34.8% | +36.1% |
| 6M | +56.8% | +7.2% | +49.6% | +50.9% |
| YTD | +101.8% | +16.1% | +85.7% | +86.2% |
| 1Y | +99.6% | +0.1% | +99.5% | +96.0% |
| All | +141.2% | +29.0% | +112.2% | +131.5% |
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