+755.0%
SW vs MAS
+585.6%
+169.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -4.6% | -5.6% | +1.0% | -3.7% |
| 3M | +9.4% | +4.4% | +4.9% | +8.9% |
| 6M | +3.5% | +7.2% | -3.7% | +2.6% |
| YTD | +22.0% | +16.1% | +5.9% | +19.8% |
| 1Y | +2.2% | +0.1% | +2.1% | +2.3% |
| 3Y | +19.6% | +28.3% | -8.7% | +16.5% |
| 5Y | -2.3% | +30.5% | -32.8% | -5.7% |
| 10Y | +181.4% | +139.1% | +42.2% | +156.7% |
| All | +755.0% | +585.6% | +169.4% | +616.1% |
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