-13.2%
SRE vs MAS
+32.0%
-45.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.9% |
| 7D | -9.2% | +2.0% | -11.1% | -9.3% |
| 30D | -1.9% | +19.4% | -21.3% | -3.7% |
| 3M | -6.5% | +9.4% | -16.0% | -7.5% |
| 6M | -15.2% | +15.3% | -30.6% | -17.0% |
| YTD | -9.5% | +31.3% | -40.8% | -14.0% |
| 1Y | -13.2% | +34.9% | -48.1% | -17.9% |
| All | -13.2% | +32.0% | -45.2% | -17.9% |
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