+227.6%
W vs MAS
+404.1%
-176.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.6% | +5.3% | +5.2% |
| 7D | +8.4% | +14.2% | -5.8% | -5.3% |
| 30D | +16.5% | +26.8% | -10.3% | -8.8% |
| 3M | +6.4% | +13.1% | -6.7% | -6.4% |
| 6M | +90.5% | +27.9% | +62.6% | +49.8% |
| YTD | +23.1% | +38.7% | -15.6% | -14.2% |
| 1Y | +24.3% | +40.4% | -16.1% | -14.5% |
| 3Y | +149.0% | +66.1% | +82.9% | +59.2% |
| 5Y | -51.7% | +47.4% | -99.1% | -63.8% |
| 10Y | +280.1% | +238.3% | +41.7% | +63.1% |
| All | +227.6% | +404.1% | -176.6% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling