-64.8%
SPCH vs MAS
+9.6%
-74.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.9% | +18.7% | +17.1% |
| 7D | -3.0% | +2.0% | -5.0% | -3.0% |
| 30D | -39.8% | +19.4% | -59.2% | -43.7% |
| 3M | +16.8% | +9.4% | +7.4% | +14.5% |
| All | -64.8% | +9.6% | -74.3% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling