+2,947.4%
SPY vs MAS
+1,114.7%
+1,832.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.4% |
| 7D | -4.7% | +4.6% | -9.3% | -6.0% |
| 30D | -5.9% | +19.9% | -25.8% | -11.1% |
| 3M | -4.5% | +8.9% | -13.4% | -7.3% |
| 6M | +1.8% | +20.2% | -18.4% | -4.6% |
| YTD | +8.3% | +33.9% | -25.6% | -2.5% |
| 1Y | +9.3% | +34.7% | -25.3% | -1.9% |
| 3Y | +74.9% | +60.4% | +14.5% | +46.4% |
| 5Y | +67.3% | +43.5% | +23.8% | +42.8% |
| 10Y | +311.6% | +226.7% | +84.9% | +171.0% |
| All | +2,947.4% | +1,114.7% | +1,832.7% | +1,081.2% |
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