+308.8%
SPOT vs MAS
+149.9%
+158.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -3.0% | -1.8% | -1.1% | -2.4% |
| 30D | +15.2% | +23.6% | -8.4% | +7.1% |
| 3M | +21.6% | +12.4% | +9.1% | +16.6% |
| 6M | +45.2% | +21.9% | +23.3% | +33.5% |
| YTD | +4.9% | +36.1% | -31.2% | -8.9% |
| 1Y | -4.8% | +39.5% | -44.3% | -18.4% |
| 3Y | +256.3% | +59.1% | +197.1% | +173.1% |
| 5Y | +120.2% | +44.4% | +75.8% | +71.9% |
| All | +308.8% | +149.9% | +158.9% | +134.5% |
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