-54.9%
ROKU vs MAS
+32.0%
-86.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.9% |
| 7D | -1.3% | -0.8% | -0.6% | -0.9% |
| 30D | +5.9% | -5.6% | +11.4% | +9.7% |
| 3M | +23.9% | +4.4% | +19.4% | +16.9% |
| 6M | +59.6% | +7.2% | +52.4% | +45.5% |
| YTD | +43.4% | +16.1% | +27.3% | +20.4% |
| 1Y | +60.2% | +0.1% | +60.1% | +50.8% |
| 3Y | +90.4% | +28.3% | +62.1% | +36.3% |
| All | -54.9% | +32.0% | -86.9% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling