+264.0%
SPOT vs MAS
+113.1%
+150.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -4.9% | -3.8% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | +12.5% | -5.6% | +18.0% | +14.6% |
| 3M | +9.9% | +4.4% | +5.5% | +6.8% |
| 6M | +1.6% | +7.2% | -5.6% | -3.2% |
| YTD | -6.6% | +16.1% | -22.7% | -14.2% |
| 1Y | -22.9% | +0.1% | -23.0% | -25.3% |
| 3Y | +244.3% | +28.3% | +216.0% | +186.0% |
| 5Y | +117.8% | +30.5% | +87.3% | +76.0% |
| All | +264.0% | +113.1% | +150.9% | +120.9% |
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