+59.7%
SU vs MAS
+39.3%
+20.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -4.3% | -1.8% | -2.4% | -4.7% |
| 30D | -6.2% | +23.6% | -29.7% | -0.9% |
| 3M | +9.7% | +12.4% | -2.7% | +13.4% |
| 6M | +7.3% | +21.9% | -14.6% | +13.3% |
| YTD | +58.7% | +36.1% | +22.6% | +66.8% |
| 1Y | +59.7% | +39.5% | +20.2% | +67.3% |
| All | +59.7% | +39.3% | +20.4% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling