-51.7%
W vs MAS
+48.4%
-100.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.6% | +5.3% | +3.6% |
| 7D | +8.4% | +14.2% | -5.8% | -8.9% |
| 30D | +16.5% | +26.8% | -10.3% | -15.2% |
| 3M | +6.4% | +13.1% | -6.7% | -10.0% |
| 6M | +90.5% | +27.9% | +62.6% | +37.7% |
| YTD | +23.1% | +38.7% | -15.6% | -25.8% |
| 1Y | +24.3% | +40.4% | -16.1% | -26.6% |
| 3Y | +149.0% | +66.1% | +82.9% | +23.2% |
| 5Y | -51.7% | +47.4% | -99.1% | -74.0% |
| All | -51.7% | +48.4% | -100.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling