+18.4%
U vs MAS
+40.8%
-22.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.8% | +3.9% |
| 7D | +7.5% | +14.2% | -6.7% | +5.2% |
| 30D | -7.0% | +26.8% | -33.9% | -10.8% |
| 3M | +20.6% | +13.1% | +7.4% | +17.7% |
| 6M | +53.2% | +27.9% | +25.2% | +45.7% |
| YTD | -3.9% | +38.7% | -42.5% | -6.0% |
| 1Y | +18.4% | +40.4% | -22.0% | +15.7% |
| All | +18.4% | +40.8% | -22.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling