+589.4%
SE vs MAS
+113.2%
+476.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +21.7% | +4.4% | +17.3% | +17.0% |
| 6M | +27.0% | +7.2% | +19.8% | +18.5% |
| YTD | -12.1% | +16.1% | -28.2% | -22.4% |
| 1Y | -40.9% | +0.1% | -41.0% | -43.3% |
| 3Y | +191.0% | +28.3% | +162.7% | +122.8% |
| 5Y | -68.3% | +30.5% | -98.7% | -76.0% |
| All | +589.4% | +113.2% | +476.1% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling