+48.7%
SRE vs MAS
+32.0%
+16.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | -0.7% | -5.6% | +4.8% | +0.3% |
| 3M | -6.3% | +4.4% | -10.8% | -7.6% |
| 6M | -10.7% | +7.2% | -17.9% | -12.7% |
| YTD | -3.5% | +16.1% | -19.6% | -7.6% |
| 1Y | +5.3% | +0.1% | +5.2% | +4.0% |
| 3Y | +31.8% | +28.3% | +3.5% | +20.2% |
| All | +48.7% | +32.0% | +16.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling