+226.2%
SU vs MAS
+39.9%
+186.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.7% | +3.0% | -1.3% | +1.4% |
| 30D | -7.9% | +22.4% | -30.3% | -9.7% |
| 3M | +7.5% | +14.5% | -6.9% | +6.0% |
| 6M | +7.2% | +27.1% | -19.9% | +3.3% |
| YTD | +60.9% | +35.8% | +25.2% | +51.9% |
| 1Y | +63.6% | +39.4% | +24.2% | +53.5% |
| 3Y | +128.9% | +60.3% | +68.6% | +105.3% |
| All | +226.2% | +39.9% | +186.4% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling