+1,112.1%
PSX vs MAS
+742.9%
+369.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | +26.6% | -5.6% | +32.2% | +28.8% |
| 3M | +39.3% | +4.4% | +34.8% | +35.3% |
| 6M | +56.8% | +7.2% | +49.6% | +49.1% |
| YTD | +101.8% | +16.1% | +85.7% | +85.1% |
| 1Y | +99.6% | +0.1% | +99.5% | +92.9% |
| 3Y | +140.3% | +28.3% | +112.0% | +109.4% |
| 5Y | +339.3% | +30.5% | +308.9% | +268.3% |
| 10Y | +369.9% | +139.1% | +230.7% | +203.3% |
| All | +1,112.1% | +742.9% | +369.2% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling