+82.5%
SPY vs MAS
+32.0%
+50.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -5.6% | +5.6% | +1.8% |
| 3M | +2.0% | +4.4% | -2.5% | -0.3% |
| 6M | +13.0% | +7.2% | +5.8% | +8.8% |
| YTD | +13.5% | +16.1% | -2.6% | +5.5% |
| 1Y | +20.0% | +0.1% | +19.9% | +17.4% |
| 3Y | +77.2% | +28.3% | +48.9% | +52.9% |
| All | +82.5% | +32.0% | +50.5% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling