+35.6%
SPGI vs MAS
+67.0%
-31.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +2.1% |
| 7D | +7.2% | +14.2% | -7.0% | +4.1% |
| 30D | +23.2% | +26.8% | -3.6% | +17.0% |
| 3M | +17.0% | +13.1% | +3.9% | +13.7% |
| 6M | +20.4% | +27.9% | -7.5% | +13.6% |
| YTD | -1.9% | +38.7% | -40.6% | -10.7% |
| 1Y | +2.9% | +40.4% | -37.5% | -6.8% |
| All | +35.6% | +67.0% | -31.4% | +16.6% |
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 · 6 months rolling