+56.9%
T vs MAS
+219.8%
-162.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.8% |
| 7D | +4.3% | +4.6% | -0.3% | +3.1% |
| 30D | -9.7% | +19.9% | -29.6% | -13.6% |
| 3M | -4.3% | +8.9% | -13.2% | -6.5% |
| 6M | -13.7% | +20.2% | -33.8% | -18.0% |
| YTD | -8.0% | +33.9% | -41.9% | -15.7% |
| 1Y | -6.9% | +34.7% | -41.6% | -15.0% |
| 3Y | +59.7% | +60.4% | -0.7% | +34.0% |
| 5Y | +53.4% | +43.5% | +10.0% | +30.4% |
| All | +56.9% | +219.8% | -162.9% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling