+72.2%
V vs MAS
+32.0%
+40.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -1.7% | -0.8% | -1.0% | -1.5% |
| 30D | +2.0% | -5.6% | +7.5% | +3.3% |
| 3M | +17.4% | +4.4% | +12.9% | +15.3% |
| 6M | +17.5% | +7.2% | +10.3% | +13.8% |
| YTD | +7.6% | +16.1% | -8.5% | +1.3% |
| 1Y | +7.7% | +0.1% | +7.6% | +5.8% |
| 3Y | +54.7% | +28.3% | +26.4% | +36.5% |
| All | +72.2% | +32.0% | +40.1% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling