+5,976.4%
SO vs MAS
+1,430.5%
+4,545.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -4.6% | -5.6% | +1.0% | -3.9% |
| 3M | -3.0% | +4.4% | -7.5% | -3.8% |
| 6M | -8.3% | +7.2% | -15.5% | -9.5% |
| YTD | +3.5% | +16.1% | -12.6% | +1.0% |
| 1Y | -0.9% | +0.1% | -1.0% | -1.7% |
| 3Y | +45.4% | +28.3% | +17.0% | +38.4% |
| 5Y | +59.6% | +30.5% | +29.1% | +50.2% |
| 10Y | +156.6% | +139.1% | +17.5% | +122.0% |
| All | +5,976.4% | +1,430.5% | +4,545.9% | +3,876.1% |
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