-37.9%
U vs MAS
+68.8%
-106.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.8% | +0.5% |
| 7D | +7.5% | +14.2% | -6.7% | -3.3% |
| 30D | -7.0% | +26.8% | -33.9% | -23.5% |
| 3M | +20.6% | +13.1% | +7.4% | +7.9% |
| 6M | +53.2% | +27.9% | +25.2% | +20.6% |
| YTD | -3.9% | +38.7% | -42.5% | -32.2% |
| 1Y | +18.4% | +40.4% | -22.0% | -18.0% |
| 3Y | +53.6% | +66.1% | -12.5% | -15.3% |
| 5Y | -72.0% | +47.4% | -119.4% | -83.6% |
| All | -37.9% | +68.8% | -106.7% | -65.0% |
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