+2,926.4%
V vs MAS
+500.2%
+2,426.2%
-51.9%
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% | -1.5% |
| 7D | -1.7% | -0.8% | -1.0% | -1.5% |
| 30D | +2.0% | -5.6% | +7.5% | +3.7% |
| 3M | +17.4% | +4.4% | +12.9% | +14.9% |
| 6M | +17.5% | +7.2% | +10.3% | +13.1% |
| YTD | +7.6% | +16.1% | -8.5% | +0.4% |
| 1Y | +7.7% | +0.1% | +7.6% | +5.3% |
| 3Y | +54.7% | +28.3% | +26.4% | +35.8% |
| 5Y | +73.0% | +30.5% | +42.6% | +48.1% |
| 10Y | +390.9% | +139.1% | +251.7% | +234.9% |
| All | +2,926.4% | +500.2% | +2,426.2% | +1,240.6% |
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