+365.1%
SE vs MAS
+145.9%
+219.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.2% | -3.8% |
| 7D | -1.2% | +4.6% | -5.8% | -3.6% |
| 30D | -21.7% | +19.9% | -41.5% | -29.5% |
| 3M | -34.2% | +8.9% | -43.1% | -37.6% |
| 6M | -10.5% | +20.2% | -30.6% | -21.0% |
| YTD | -40.7% | +33.9% | -74.6% | -51.9% |
| 1Y | -52.1% | +34.7% | -86.7% | -61.5% |
| 3Y | +68.9% | +60.4% | +8.5% | +12.5% |
| 5Y | -78.9% | +43.5% | -122.3% | -84.8% |
| All | +365.1% | +145.9% | +219.2% | +136.3% |
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