+311.1%
SPOT vs MAS
+149.2%
+161.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +1.6% | +3.0% | -1.4% | +0.5% |
| 30D | +16.9% | +22.4% | -5.5% | +9.1% |
| 3M | +23.0% | +14.5% | +8.5% | +17.2% |
| 6M | +42.2% | +27.1% | +15.0% | +28.7% |
| YTD | +5.5% | +35.8% | -30.3% | -8.3% |
| 1Y | -5.1% | +39.4% | -44.5% | -18.6% |
| 3Y | +257.9% | +60.3% | +197.6% | +173.3% |
| 5Y | +118.4% | +39.4% | +78.9% | +72.7% |
| All | +311.1% | +149.2% | +161.9% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling