-85.6%
SMR vs MAS
+40.8%
-126.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.6% | -10.1% | -7.4% |
| 7D | -9.5% | +14.2% | -23.7% | -16.3% |
| 30D | -33.2% | +26.8% | -60.0% | -42.0% |
| 3M | -45.9% | +13.1% | -59.1% | -49.8% |
| 6M | -57.9% | +27.9% | -85.8% | -64.5% |
| YTD | -63.8% | +38.7% | -102.5% | -72.5% |
| 1Y | -85.6% | +40.4% | -126.0% | -89.1% |
| All | -85.6% | +40.8% | -126.4% | -89.1% |
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 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