+189.6%
TER vs MAS
+67.0%
+122.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.5% | -9.3% |
| 7D | -19.9% | +14.2% | -34.0% | -25.0% |
| 30D | -43.5% | +26.8% | -70.4% | -50.2% |
| 3M | -37.8% | +13.1% | -50.9% | -42.0% |
| 6M | -25.6% | +27.9% | -53.5% | -36.2% |
| YTD | +29.8% | +38.7% | -8.8% | +5.4% |
| 1Y | +43.2% | +40.4% | +2.8% | +15.3% |
| All | +189.6% | +67.0% | +122.6% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling