+19.5%
SRE vs MAS
+58.1%
-38.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -9.2% | +2.0% | -11.1% | -9.5% |
| 30D | -1.9% | +19.4% | -21.3% | -4.7% |
| 3M | -6.5% | +9.4% | -16.0% | -8.0% |
| 6M | -15.2% | +15.3% | -30.6% | -17.7% |
| YTD | -9.5% | +31.3% | -40.8% | -14.6% |
| 1Y | -13.2% | +34.9% | -48.1% | -18.6% |
| 3Y | +19.5% | +58.6% | -39.1% | -0.6% |
| All | +19.5% | +58.1% | -38.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling