+61,246.3%
SU vs MAS
+1,430.5%
+59,815.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +3.6% | -0.8% | +4.3% | +3.7% |
| 30D | +7.9% | -5.6% | +13.4% | +9.1% |
| 3M | +3.5% | +4.4% | -0.9% | +1.4% |
| 6M | +19.0% | +7.2% | +11.8% | +14.9% |
| YTD | +55.0% | +16.1% | +38.9% | +46.2% |
| 1Y | +71.2% | +0.1% | +71.1% | +67.0% |
| 3Y | +117.4% | +28.3% | +89.1% | +96.1% |
| 5Y | +335.2% | +30.5% | +304.7% | +283.7% |
| 10Y | +248.7% | +139.1% | +109.6% | +160.4% |
| All | +61,246.3% | +1,430.5% | +59,815.8% | +32,236.4% |
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