+1,133.7%
PSX vs MAS
+906.6%
+227.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.6% | -10.2% | -6.4% |
| 7D | -5.2% | +14.2% | -19.3% | -9.4% |
| 30D | -3.7% | +26.8% | -30.6% | -11.3% |
| 3M | +26.8% | +13.1% | +13.6% | +20.9% |
| 6M | +47.3% | +27.9% | +19.4% | +32.8% |
| YTD | +105.4% | +38.7% | +66.8% | +76.9% |
| 1Y | +96.9% | +40.4% | +56.5% | +68.5% |
| 3Y | +145.4% | +66.1% | +79.3% | +95.4% |
| 5Y | +304.9% | +47.4% | +257.5% | +226.8% |
| 10Y | +379.9% | +238.3% | +141.5% | +176.9% |
| All | +1,133.7% | +906.6% | +227.1% | +491.2% |
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