+238.8%
SU vs MAS
+215.0%
+23.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.7% | +3.0% | -1.3% | +0.9% |
| 30D | -7.9% | +22.4% | -30.3% | -12.6% |
| 3M | +7.5% | +14.5% | -6.9% | +3.5% |
| 6M | +7.2% | +27.1% | -19.9% | -1.2% |
| YTD | +60.9% | +35.8% | +25.2% | +43.3% |
| 1Y | +63.6% | +39.4% | +24.2% | +44.3% |
| 3Y | +128.9% | +60.3% | +68.6% | +86.8% |
| 5Y | +228.3% | +39.4% | +188.8% | +175.3% |
| All | +238.8% | +215.0% | +23.8% | +108.7% |
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