-68.1%
SE vs MAS
+32.0%
-100.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.9% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | -2.5% | -5.6% | +3.1% | +0.7% |
| 3M | +21.7% | +4.4% | +17.3% | +16.9% |
| 6M | +27.0% | +7.2% | +19.8% | +18.2% |
| YTD | -12.1% | +16.1% | -28.2% | -22.9% |
| 1Y | -40.9% | +0.1% | -41.0% | -43.2% |
| 3Y | +191.0% | +28.3% | +162.7% | +111.4% |
| All | -68.1% | +32.0% | -100.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling