-81.6%
SMR vs MAS
+39.0%
-120.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -2.8% | +3.6% | -6.4% | -4.4% |
| 30D | -27.5% | +23.8% | -51.3% | -35.7% |
| 3M | -43.1% | +14.4% | -57.6% | -47.3% |
| 6M | -58.4% | +19.7% | -78.2% | -63.0% |
| YTD | -63.2% | +36.0% | -99.1% | -70.5% |
| 1Y | -81.6% | +40.4% | -122.0% | -85.2% |
| All | -81.6% | +39.0% | -120.6% | -85.2% |
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