+202.8%
TER vs MAS
+32.0%
+170.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | -8.3% | -5.6% | -2.7% | -5.1% |
| 3M | -12.2% | +4.4% | -16.7% | -16.5% |
| 6M | +17.1% | +7.2% | +9.9% | +9.9% |
| YTD | +84.7% | +16.1% | +68.6% | +62.2% |
| 1Y | +199.9% | +0.1% | +199.8% | +188.9% |
| 3Y | +232.8% | +28.3% | +204.5% | +156.9% |
| All | +202.8% | +32.0% | +170.8% | +126.6% |
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