+1,595.4%
T vs MAS
+1,727.7%
-132.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +0.9% |
| 7D | +5.5% | +14.2% | -8.7% | +2.6% |
| 30D | -8.9% | +26.8% | -35.7% | -13.2% |
| 3M | -5.6% | +13.1% | -18.7% | -8.0% |
| 6M | -14.3% | +27.9% | -42.2% | -18.9% |
| YTD | -7.9% | +38.7% | -46.6% | -14.9% |
| 1Y | -6.4% | +40.4% | -46.8% | -13.8% |
| 3Y | +59.8% | +66.1% | -6.3% | +39.6% |
| 5Y | +55.3% | +47.4% | +7.9% | +36.8% |
| 10Y | +58.3% | +238.3% | -180.0% | +15.3% |
| All | +1,595.4% | +1,727.7% | -132.3% | +704.8% |
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