+430.5%
SN vs MAS
+49.5%
+381.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +0.5% |
| 7D | +10.6% | +14.2% | -3.5% | +1.6% |
| 30D | +20.0% | +26.8% | -6.8% | +2.9% |
| 3M | +30.4% | +13.1% | +17.2% | +20.1% |
| 6M | +91.0% | +27.9% | +63.1% | +60.7% |
| YTD | +95.9% | +38.7% | +57.3% | +52.1% |
| 1Y | +158.9% | +40.4% | +118.5% | +98.8% |
| 3Y | +391.8% | +66.1% | +325.7% | +258.2% |
| All | +430.5% | +49.5% | +381.0% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling