+13,845.6%
SPGI vs MAS
+1,430.5%
+12,415.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +8.4% | -5.6% | +14.0% | +10.2% |
| 3M | +11.8% | +4.4% | +7.4% | +9.6% |
| 6M | +5.7% | +7.2% | -1.5% | +2.1% |
| YTD | -9.7% | +16.1% | -25.8% | -15.7% |
| 1Y | -12.5% | +0.1% | -12.6% | -14.5% |
| 3Y | +21.8% | +28.3% | -6.5% | +8.0% |
| 5Y | +8.2% | +30.5% | -22.3% | -5.5% |
| 10Y | +309.5% | +139.1% | +170.4% | +192.6% |
| All | +13,845.6% | +1,430.5% | +12,415.2% | +5,340.2% |
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 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