+77.6%
V vs MAS
+61.2%
+16.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.6% |
| 7D | +2.9% | +4.6% | -1.6% | +2.2% |
| 30D | +14.0% | +19.9% | -5.9% | +10.6% |
| 3M | +14.9% | +8.9% | +6.0% | +13.1% |
| 6M | +31.7% | +20.2% | +11.6% | +27.0% |
| YTD | +21.2% | +33.9% | -12.7% | +13.3% |
| 1Y | +25.3% | +34.7% | -9.4% | +16.9% |
| All | +77.6% | +61.2% | +16.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling