+260.6%
SPOT vs MAS
+58.1%
+202.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.7% |
| 7D | +1.6% | +2.0% | -0.3% | +1.5% |
| 30D | +17.6% | +19.4% | -1.8% | +16.1% |
| 3M | +26.9% | +9.4% | +17.5% | +25.9% |
| 6M | +41.8% | +15.3% | +26.5% | +39.8% |
| YTD | +3.8% | +31.3% | -27.5% | +1.0% |
| 1Y | -2.5% | +34.9% | -37.3% | -5.5% |
| 3Y | +260.6% | +58.6% | +202.0% | +250.1% |
| All | +260.6% | +58.1% | +202.4% | +250.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling