+216.7%
SU vs MAS
+42.7%
+174.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -10.2% | +3.6% | -13.8% | -10.5% |
| 30D | -6.2% | +23.8% | -30.0% | -8.2% |
| 3M | +8.7% | +14.4% | -5.7% | +7.2% |
| 6M | +7.2% | +19.7% | -12.5% | +4.4% |
| YTD | +55.9% | +36.0% | +20.0% | +47.2% |
| 1Y | +60.4% | +40.4% | +20.1% | +50.3% |
| 3Y | +125.2% | +58.9% | +66.3% | +102.4% |
| 5Y | +216.7% | +44.5% | +172.2% | +185.2% |
| All | +216.7% | +42.7% | +174.1% | +185.2% |
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 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