+225.5%
SU vs MAS
+213.7%
+11.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | 0.0% |
| 7D | -13.4% | +2.0% | -15.4% | -14.0% |
| 30D | +0.9% | +19.4% | -18.5% | -3.7% |
| 3M | +12.8% | +9.4% | +3.3% | +9.7% |
| 6M | +8.3% | +15.3% | -7.1% | +2.5% |
| YTD | +58.2% | +31.3% | +26.9% | +42.1% |
| 1Y | +67.1% | +34.9% | +32.3% | +48.7% |
| 3Y | +125.6% | +58.6% | +67.0% | +84.1% |
| 5Y | +213.6% | +40.7% | +172.9% | +160.4% |
| All | +225.5% | +213.7% | +11.9% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling