+311.0%
SPYM vs MAS
+215.0%
+96.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +3.0% | -0.4% | +1.4% |
| 30D | -2.0% | +22.4% | -24.4% | -9.4% |
| 3M | -2.8% | +14.5% | -17.3% | -8.0% |
| 6M | +2.2% | +27.1% | -25.0% | -8.1% |
| YTD | +11.5% | +35.8% | -24.2% | -3.6% |
| 1Y | +13.5% | +39.4% | -25.9% | -3.1% |
| 3Y | +78.0% | +60.3% | +17.8% | +38.5% |
| 5Y | +73.1% | +39.4% | +33.7% | +39.8% |
| All | +311.0% | +215.0% | +96.0% | +131.8% |
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