-28.6%
U vs MAS
+63.0%
-91.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -3.4% | +18.4% | +17.6% |
| 7D | +24.3% | +4.6% | +19.7% | +19.4% |
| 30D | +8.6% | +19.9% | -11.3% | -6.9% |
| 3M | +37.6% | +8.9% | +28.7% | +26.3% |
| 6M | +78.5% | +20.2% | +58.3% | +47.3% |
| YTD | +10.5% | +33.9% | -23.4% | -20.3% |
| 1Y | +15.2% | +34.7% | -19.5% | -18.0% |
| 3Y | +76.6% | +60.4% | +16.2% | -0.5% |
| 5Y | -67.9% | +43.5% | -111.3% | -80.8% |
| All | -28.6% | +63.0% | -91.6% | -58.8% |
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