+1,440.0%
SRE vs MAS
+490.0%
+950.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.0% |
| 7D | -7.1% | +4.6% | -11.6% | -7.9% |
| 30D | -0.2% | +19.9% | -20.1% | -3.9% |
| 3M | -4.9% | +8.9% | -13.8% | -6.8% |
| 6M | -14.1% | +20.2% | -34.2% | -17.8% |
| YTD | -7.5% | +33.9% | -41.4% | -13.9% |
| 1Y | -11.0% | +34.7% | -45.7% | -17.3% |
| 3Y | +21.2% | +60.4% | -39.2% | +7.3% |
| 5Y | +46.6% | +43.5% | +3.2% | +30.8% |
| 10Y | +114.4% | +226.7% | -112.3% | +60.3% |
| All | +1,440.0% | +490.0% | +950.0% | +755.5% |
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