-84.3%
SMR vs MAS
+32.0%
-116.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.9% | +18.2% | +17.2% |
| 7D | -9.6% | +2.0% | -11.6% | -10.7% |
| 30D | -33.8% | +19.4% | -53.2% | -40.3% |
| 3M | -46.4% | +9.4% | -55.8% | -49.1% |
| 6M | -62.4% | +15.3% | -77.8% | -66.0% |
| YTD | -64.1% | +31.3% | -95.5% | -71.0% |
| 1Y | -84.3% | +34.9% | -119.2% | -87.3% |
| All | -84.3% | +32.0% | -116.3% | -87.3% |
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 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