+312.3%
SPOT vs MAS
+145.7%
+166.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.9% |
| 7D | +10.3% | +4.6% | +5.7% | +8.5% |
| 30D | +25.9% | +19.9% | +6.0% | +18.2% |
| 3M | +27.4% | +8.9% | +18.5% | +23.4% |
| 6M | +46.5% | +20.2% | +26.3% | +35.3% |
| YTD | +5.8% | +33.9% | -28.1% | -7.6% |
| 1Y | -0.9% | +34.7% | -35.6% | -13.9% |
| 3Y | +261.5% | +60.4% | +201.1% | +175.5% |
| 5Y | +112.6% | +43.5% | +69.1% | +66.3% |
| All | +312.3% | +145.7% | +166.6% | +138.0% |
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