+13.2%
SPGI vs MAS
+41.7%
-28.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.7% |
| 7D | +2.6% | +4.6% | -2.0% | +0.9% |
| 30D | +19.3% | +19.9% | -0.6% | +11.9% |
| 3M | +15.5% | +8.9% | +6.6% | +11.8% |
| 6M | +18.3% | +20.2% | -1.8% | +9.8% |
| YTD | -3.8% | +33.9% | -37.7% | -16.2% |
| 1Y | +1.3% | +34.7% | -33.3% | -12.1% |
| 3Y | +33.6% | +60.4% | -26.8% | +1.5% |
| 5Y | +13.2% | +43.5% | -30.3% | -8.9% |
| All | +13.2% | +41.7% | -28.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling