+1,514.2%
RF vs MAS
+1,430.5%
+83.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.9% |
| 7D | +1.3% | -0.8% | +2.1% | +1.7% |
| 30D | -3.6% | -5.6% | +2.0% | -1.1% |
| 3M | +8.1% | +4.4% | +3.6% | +4.7% |
| 6M | +11.5% | +7.2% | +4.3% | +5.7% |
| YTD | +15.6% | +16.1% | -0.5% | +4.9% |
| 1Y | +15.7% | +0.1% | +15.6% | +12.5% |
| 3Y | +86.9% | +28.3% | +58.6% | +59.3% |
| 5Y | +89.8% | +30.5% | +59.4% | +57.0% |
| 10Y | +344.7% | +139.1% | +205.6% | +170.7% |
| All | +1,514.2% | +1,430.5% | +83.7% | +331.4% |
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