-0.3%
SPOT vs MAS
+40.8%
-41.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.1% | +4.3% |
| 7D | +16.6% | +14.2% | +2.4% | +16.0% |
| 30D | +29.9% | +26.8% | +3.1% | +29.6% |
| 3M | +31.3% | +13.1% | +18.1% | +30.3% |
| 6M | +43.2% | +27.9% | +15.3% | +42.5% |
| YTD | +8.1% | +38.7% | -30.6% | +12.9% |
| 1Y | -0.3% | +40.4% | -40.7% | +3.1% |
| All | -0.3% | +40.8% | -41.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling