-11.8%
SNDU vs MAS
+39.0%
-50.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +0.1% | +27.3% | +27.4% |
| 7D | -20.3% | -1.8% | -18.5% | -17.5% |
| 30D | -64.4% | +23.6% | -88.0% | -70.6% |
| 3M | -57.5% | +12.4% | -69.9% | -61.5% |
| 6M | -82.9% | +21.9% | -104.7% | -86.3% |
| All | -11.8% | +39.0% | -50.9% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling