+76.9%
TER vs MAS
+48.4%
+28.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.5% | -10.0% |
| 7D | -19.9% | +14.2% | -34.0% | -26.5% |
| 30D | -43.5% | +26.8% | -70.4% | -51.9% |
| 3M | -37.8% | +13.1% | -50.9% | -43.3% |
| 6M | -25.6% | +27.9% | -53.5% | -38.4% |
| YTD | +29.8% | +38.7% | -8.8% | +0.9% |
| 1Y | +43.2% | +40.4% | +2.8% | +10.2% |
| 3Y | +189.3% | +66.1% | +123.2% | +86.8% |
| 5Y | +76.9% | +47.4% | +29.5% | +32.6% |
| All | +76.9% | +48.4% | +28.5% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling