-50.7%
SE vs MAS
+32.0%
-82.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.5% |
| 7D | +2.0% | +2.0% | 0.0% | +1.8% |
| 30D | -20.0% | +19.4% | -39.4% | -22.3% |
| 3M | -31.8% | +9.4% | -41.2% | -32.8% |
| 6M | -15.9% | +15.3% | -31.2% | -18.3% |
| YTD | -40.6% | +31.3% | -71.9% | -41.4% |
| 1Y | -50.7% | +34.9% | -85.5% | -50.3% |
| All | -50.7% | +32.0% | -82.7% | -50.3% |
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 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