+9,941.2%
TER vs MAS
+1,727.7%
+8,213.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.5% | -9.5% |
| 7D | -19.9% | +14.2% | -34.0% | -25.3% |
| 30D | -43.5% | +26.8% | -70.4% | -50.2% |
| 3M | -37.8% | +13.1% | -50.9% | -42.3% |
| 6M | -25.6% | +27.9% | -53.5% | -35.4% |
| YTD | +29.8% | +38.7% | -8.8% | +8.2% |
| 1Y | +43.2% | +40.4% | +2.8% | +18.4% |
| 3Y | +189.3% | +66.1% | +123.2% | +118.0% |
| 5Y | +76.9% | +47.4% | +29.5% | +41.1% |
| 10Y | +1,059.7% | +238.3% | +821.3% | +526.0% |
| All | +9,941.2% | +1,727.7% | +8,213.4% | +1,973.0% |
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