+145.5%
TER vs MAS
+61.2%
+84.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -13.7% |
| 7D | -28.2% | +4.6% | -32.7% | -29.7% |
| 30D | -50.6% | +19.9% | -70.4% | -55.1% |
| 3M | -45.3% | +8.9% | -54.2% | -48.0% |
| 6M | -40.4% | +20.2% | -60.5% | -47.2% |
| YTD | +10.0% | +33.9% | -23.8% | -9.0% |
| 1Y | +13.6% | +34.7% | -21.0% | -6.5% |
| All | +145.5% | +61.2% | +84.2% | +68.2% |
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