+62,822.5%
SU vs MAS
+1,664.8%
+61,157.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.3% |
| 7D | -11.0% | +4.6% | -15.6% | -12.1% |
| 30D | +1.2% | +19.9% | -18.6% | -3.2% |
| 3M | +10.6% | +8.9% | +1.7% | +7.8% |
| 6M | +0.5% | +20.2% | -19.7% | -5.4% |
| YTD | +58.9% | +33.9% | +25.1% | +44.4% |
| 1Y | +71.0% | +34.7% | +36.4% | +55.0% |
| 3Y | +125.7% | +60.4% | +65.3% | +92.6% |
| 5Y | +215.1% | +43.5% | +171.6% | +171.0% |
| 10Y | +236.3% | +226.7% | +9.6% | +133.1% |
| All | +62,822.5% | +1,664.8% | +61,157.7% | +31,855.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling