+145.6%
W vs MAS
+137.9%
+7.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.5% |
| 7D | -4.2% | -0.8% | -3.4% | -3.2% |
| 30D | -7.6% | -5.6% | -2.0% | -1.4% |
| 3M | +37.2% | +4.4% | +32.7% | +31.9% |
| 6M | +26.3% | +7.2% | +19.1% | +16.1% |
| YTD | -1.0% | +16.1% | -17.1% | -18.9% |
| 1Y | +20.1% | +0.1% | +20.0% | +16.4% |
| 3Y | +37.8% | +28.3% | +9.5% | +9.6% |
| 5Y | -63.7% | +30.5% | -94.1% | -70.1% |
| All | +145.6% | +137.9% | +7.6% | +19.5% |
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