+82.5%
SPY vs MAS
+67.0%
+15.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | +0.3% |
| 7D | -0.7% | +14.2% | -14.9% | -3.8% |
| 30D | -1.0% | +26.8% | -27.9% | -6.6% |
| 3M | -0.3% | +13.1% | -13.5% | -3.4% |
| 6M | +7.3% | +27.9% | -20.6% | +0.2% |
| YTD | +13.3% | +38.7% | -25.3% | +2.3% |
| 1Y | +14.8% | +40.4% | -25.6% | +3.1% |
| All | +82.5% | +67.0% | +15.5% | +54.9% |
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 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