+1,440.4%
RF vs MAS
+1,727.7%
-287.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -1.2% |
| 7D | +2.3% | +14.2% | -11.9% | -4.2% |
| 30D | +7.2% | +26.8% | -19.6% | -4.6% |
| 3M | -8.2% | +13.1% | -21.3% | -14.0% |
| 6M | +7.0% | +27.9% | -20.9% | -6.5% |
| YTD | +10.3% | +38.7% | -28.4% | -8.5% |
| 1Y | +25.1% | +40.4% | -15.3% | +3.1% |
| 3Y | +110.3% | +66.1% | +44.2% | +57.9% |
| 5Y | +47.1% | +47.4% | -0.3% | +14.6% |
| 10Y | +297.9% | +238.3% | +59.6% | +106.0% |
| All | +1,440.4% | +1,727.7% | -287.3% | +276.5% |
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 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