+365.7%
SE vs MAS
+141.2%
+224.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +1.2% |
| 7D | +2.0% | +2.0% | 0.0% | +0.9% |
| 30D | -20.0% | +19.4% | -39.4% | -27.9% |
| 3M | -31.8% | +9.4% | -41.2% | -35.5% |
| 6M | -15.9% | +15.3% | -31.2% | -24.1% |
| YTD | -40.6% | +31.3% | -71.9% | -51.3% |
| 1Y | -50.7% | +34.9% | -85.5% | -60.5% |
| 3Y | +70.3% | +58.6% | +11.7% | +14.0% |
| 5Y | -78.8% | +40.7% | -119.5% | -84.7% |
| All | +365.7% | +141.2% | +224.6% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling