-69.8%
SPCH vs MAS
+11.7%
-81.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -3.4% | -14.6% | -17.3% |
| 7D | -27.7% | +4.6% | -32.2% | -27.9% |
| 30D | -51.2% | +19.9% | -71.1% | -54.0% |
| 3M | +11.3% | +8.9% | +2.4% | +10.5% |
| All | -69.8% | +11.7% | -81.6% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling