+15,046.2%
SPGI vs MAS
+1,727.7%
+13,318.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +1.6% |
| 7D | +7.2% | +14.2% | -7.0% | +2.8% |
| 30D | +23.2% | +26.8% | -3.6% | +14.3% |
| 3M | +17.0% | +13.1% | +3.9% | +12.3% |
| 6M | +20.4% | +27.9% | -7.5% | +10.5% |
| YTD | -1.9% | +38.7% | -40.6% | -13.5% |
| 1Y | +2.9% | +40.4% | -37.5% | -9.7% |
| 3Y | +36.2% | +66.1% | -29.9% | +11.3% |
| 5Y | +14.8% | +47.4% | -32.6% | -3.5% |
| 10Y | +355.1% | +238.3% | +116.7% | +193.3% |
| All | +15,046.2% | +1,727.7% | +13,318.5% | +5,482.2% |
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