+308.3%
SPYM vs MAS
+213.7%
+94.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -2.7% | +2.0% | -4.6% | -3.5% |
| 30D | -5.4% | +19.4% | -24.7% | -11.7% |
| 3M | -4.1% | +9.4% | -13.5% | -7.7% |
| 6M | +0.8% | +15.3% | -14.6% | -5.9% |
| YTD | +8.8% | +31.3% | -22.6% | -4.8% |
| 1Y | +11.0% | +34.9% | -23.9% | -4.1% |
| 3Y | +75.5% | +58.6% | +16.9% | +36.9% |
| 5Y | +68.4% | +40.7% | +27.7% | +35.1% |
| All | +308.3% | +213.7% | +94.6% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling