+828.4%
SPYM vs MAS
+336.6%
+491.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -5.6% | +5.6% | +1.7% |
| 3M | +2.0% | +4.4% | -2.4% | +0.1% |
| 6M | +13.1% | +7.2% | +5.9% | +9.5% |
| YTD | +13.6% | +16.1% | -2.5% | +7.0% |
| 1Y | +20.1% | +0.1% | +20.0% | +17.9% |
| 3Y | +77.6% | +28.3% | +49.2% | +59.1% |
| 5Y | +82.5% | +30.5% | +52.1% | +60.6% |
| 10Y | +317.6% | +139.1% | +178.5% | +203.0% |
| All | +828.4% | +336.6% | +491.8% | +352.0% |
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 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