+145.6%
W vs MAS
+61.2%
+84.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -4.0% |
| 7D | -5.6% | +4.6% | -10.2% | -10.4% |
| 30D | +7.5% | +19.9% | -12.4% | -14.0% |
| 3M | +5.4% | +8.9% | -3.5% | -5.2% |
| 6M | +79.4% | +20.2% | +59.2% | +44.1% |
| YTD | +12.9% | +33.9% | -21.0% | -26.8% |
| 1Y | +12.4% | +34.7% | -22.2% | -28.0% |
| All | +145.6% | +61.2% | +84.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling