+236.9%
W vs MAS
+219.8%
+17.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -4.4% |
| 7D | -5.6% | +4.6% | -10.2% | -10.0% |
| 30D | +7.5% | +19.9% | -12.4% | -12.4% |
| 3M | +5.4% | +8.9% | -3.5% | -4.4% |
| 6M | +79.4% | +20.2% | +59.2% | +47.6% |
| YTD | +12.9% | +33.9% | -21.0% | -21.7% |
| 1Y | +12.4% | +34.7% | -22.2% | -22.7% |
| 3Y | +128.5% | +60.4% | +68.1% | +41.5% |
| 5Y | -54.0% | +43.5% | -97.4% | -66.4% |
| All | +236.9% | +219.8% | +17.1% | +34.5% |
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