+215.1%
SU vs MAS
+39.2%
+176.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.3% |
| 7D | -13.4% | +2.0% | -15.4% | -13.6% |
| 30D | +0.9% | +19.4% | -18.5% | -0.9% |
| 3M | +12.8% | +9.4% | +3.3% | +11.6% |
| 6M | +8.3% | +15.3% | -7.1% | +5.8% |
| YTD | +58.2% | +31.3% | +26.9% | +49.8% |
| 1Y | +67.1% | +34.9% | +32.3% | +57.3% |
| 3Y | +125.6% | +58.6% | +67.0% | +102.0% |
| All | +215.1% | +39.2% | +176.0% | +183.7% |
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 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