-77.5%
SE vs MAS
+48.4%
-126.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.2% | +1.3% |
| 7D | +6.7% | +14.2% | -7.5% | -1.0% |
| 30D | -17.2% | +26.8% | -44.0% | -27.8% |
| 3M | -28.0% | +13.1% | -41.2% | -33.2% |
| 6M | -6.1% | +27.9% | -34.0% | -20.4% |
| YTD | -37.1% | +38.7% | -75.8% | -50.5% |
| 1Y | -48.8% | +40.4% | -89.1% | -60.2% |
| 3Y | +79.0% | +66.1% | +12.9% | +7.0% |
| 5Y | -77.5% | +47.4% | -125.0% | -85.0% |
| All | -77.5% | +48.4% | -126.0% | -85.0% |
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