+232.1%
W vs MAS
+213.7%
+18.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | +0.7% |
| 7D | -3.6% | +2.0% | -5.6% | -5.5% |
| 30D | +7.0% | +19.4% | -12.4% | -12.5% |
| 3M | +7.4% | +9.4% | -2.1% | -3.2% |
| 6M | +69.3% | +15.3% | +54.0% | +45.7% |
| YTD | +11.3% | +31.3% | -20.0% | -21.1% |
| 1Y | +13.2% | +34.9% | -21.7% | -22.3% |
| 3Y | +142.0% | +58.6% | +83.4% | +51.8% |
| 5Y | -54.6% | +40.7% | -95.3% | -66.2% |
| All | +232.1% | +213.7% | +18.4% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling