+34.0%
SMR vs MAS
+61.2%
-27.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -3.4% | -11.4% | -13.1% |
| 7D | -26.2% | +4.6% | -30.7% | -27.8% |
| 30D | -45.5% | +19.9% | -65.4% | -50.4% |
| 3M | -53.4% | +8.9% | -62.3% | -55.5% |
| 6M | -63.2% | +20.2% | -83.3% | -66.8% |
| YTD | -69.2% | +33.9% | -103.0% | -73.9% |
| 1Y | -88.5% | +34.7% | -123.1% | -90.2% |
| All | +34.0% | +61.2% | -27.2% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling