-49.5%
SMR vs MAS
+60.0%
-109.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.9% | +18.2% | +17.0% |
| 7D | -9.6% | +2.0% | -11.6% | -10.5% |
| 30D | -33.8% | +19.4% | -53.2% | -38.8% |
| 3M | -46.4% | +9.4% | -55.8% | -48.6% |
| 6M | -62.4% | +15.3% | -77.8% | -65.0% |
| YTD | -64.1% | +31.3% | -95.5% | -68.4% |
| 1Y | -84.3% | +34.9% | -119.2% | -86.4% |
| 3Y | +55.8% | +58.6% | -2.8% | +25.5% |
| All | -49.5% | +60.0% | -109.5% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling