+13.5%
SPYM vs MAS
+38.5%
-25.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | +3.0% | -0.4% | +2.1% |
| 30D | -2.0% | +22.4% | -24.4% | -4.8% |
| 3M | -2.8% | +14.5% | -17.3% | -4.7% |
| 6M | +2.2% | +27.1% | -25.0% | -1.8% |
| YTD | +11.5% | +35.8% | -24.2% | +4.8% |
| 1Y | +13.5% | +39.4% | -25.9% | +6.0% |
| All | +13.5% | +38.5% | -25.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling