+6,321.9%
SO vs MAS
+1,727.7%
+4,594.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.4% |
| 7D | +1.7% | +14.2% | -12.4% | 0.0% |
| 30D | +11.1% | +26.8% | -15.7% | +7.8% |
| 3M | +0.7% | +13.1% | -12.4% | -1.0% |
| 6M | -1.4% | +27.9% | -29.3% | -4.7% |
| YTD | +9.4% | +38.7% | -29.2% | +4.3% |
| 1Y | +3.7% | +40.4% | -36.6% | -1.3% |
| 3Y | +46.7% | +66.1% | -19.4% | +35.2% |
| 5Y | +78.9% | +47.4% | +31.4% | +65.7% |
| 10Y | +180.3% | +238.3% | -58.0% | +133.2% |
| All | +6,321.9% | +1,727.7% | +4,594.2% | +4,006.2% |
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