-40.9%
SE vs MAS
+1.6%
-42.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -6.1% | -0.8% | -5.3% | -5.9% |
| 30D | -2.5% | -5.6% | +3.1% | -1.5% |
| 3M | +21.7% | +4.4% | +17.3% | +20.0% |
| 6M | +27.0% | +7.2% | +19.8% | +22.0% |
| YTD | -12.1% | +16.1% | -28.2% | -15.0% |
| 1Y | -40.9% | +0.1% | -41.0% | -40.0% |
| All | -40.9% | +1.6% | -42.5% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling