-39.0%
U vs MAS
+41.3%
-80.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.4% |
| 7D | -3.8% | -0.8% | -3.1% | -3.2% |
| 30D | +17.5% | -5.6% | +23.0% | +22.4% |
| 3M | +38.7% | +4.4% | +34.3% | +30.1% |
| 6M | +104.4% | +7.2% | +97.2% | +82.6% |
| YTD | -5.7% | +16.1% | -21.8% | -22.8% |
| 1Y | +3.7% | +0.1% | +3.6% | -3.2% |
| 3Y | +12.3% | +28.3% | -16.0% | -22.0% |
| 5Y | -68.8% | +30.5% | -99.3% | -79.4% |
| All | -39.0% | +41.3% | -80.4% | -60.1% |
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