-63.1%
W vs MAS
+32.0%
-95.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.2% |
| 7D | -4.2% | -0.8% | -3.4% | -3.1% |
| 30D | -7.6% | -5.6% | -2.0% | -0.4% |
| 3M | +37.2% | +4.4% | +32.7% | +30.2% |
| 6M | +26.3% | +7.2% | +19.1% | +13.1% |
| YTD | -1.0% | +16.1% | -17.1% | -23.6% |
| 1Y | +20.1% | +0.1% | +20.0% | +14.1% |
| 3Y | +37.8% | +28.3% | +9.5% | -1.7% |
| All | -63.1% | +32.0% | -95.2% | -75.1% |
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