+20.1%
W vs MAS
+1.6%
+18.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.9% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | -7.6% | -5.6% | -2.0% | -2.7% |
| 3M | +37.2% | +4.4% | +32.7% | +34.7% |
| 6M | +26.3% | +7.2% | +19.1% | +18.5% |
| YTD | -1.0% | +16.1% | -17.1% | -14.7% |
| 1Y | +20.1% | +0.1% | +20.0% | +22.0% |
| All | +20.1% | +1.6% | +18.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling