+80.3%
SE vs MAS
+67.0%
+13.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.2% | +3.2% |
| 7D | +6.7% | +14.2% | -7.5% | +3.5% |
| 30D | -17.2% | +26.8% | -44.0% | -21.7% |
| 3M | -28.0% | +13.1% | -41.2% | -30.2% |
| 6M | -6.1% | +27.9% | -34.0% | -12.0% |
| YTD | -37.1% | +38.7% | -75.8% | -42.6% |
| 1Y | -48.8% | +40.4% | -89.1% | -53.4% |
| All | +80.3% | +67.0% | +13.3% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling