+319.5%
SN vs MAS
+25.2%
+294.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.2% |
| 7D | -9.3% | -0.8% | -8.6% | -8.8% |
| 30D | -4.8% | -5.6% | +0.8% | -1.3% |
| 3M | +40.4% | +4.4% | +36.0% | +35.0% |
| 6M | +50.9% | +7.2% | +43.7% | +41.1% |
| YTD | +54.9% | +16.1% | +38.8% | +35.1% |
| 1Y | +43.0% | +0.1% | +42.9% | +38.2% |
| 3Y | +391.8% | +28.3% | +363.5% | +330.4% |
| All | +319.5% | +25.2% | +294.3% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling