+1,507.7%
SRE vs MAS
+411.7%
+1,096.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 1Y | +5.3% | +0.1% | +5.2% | +4.0% |
| 3Y | +31.8% | +28.3% | +3.5% | +22.1% |
| 5Y | +47.4% | +30.5% | +16.9% | +34.1% |
| 10Y | +120.6% | +139.1% | -18.6% | +75.0% |
| All | +1,507.7% | +411.7% | +1,096.1% | +820.5% |
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 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