+20.7%
XYZ vs MAS
+40.8%
-20.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.6% | +9.7% | +13.1% |
| 7D | +16.5% | +14.2% | +2.4% | +11.3% |
| 30D | +15.0% | +26.8% | -11.9% | +6.0% |
| 3M | +3.5% | +13.1% | -9.6% | -1.1% |
| 6M | +21.9% | +27.9% | -6.1% | +11.8% |
| YTD | +34.6% | +38.7% | -4.0% | +15.3% |
| 1Y | +20.7% | +40.4% | -19.6% | +1.5% |
| All | +20.7% | +40.8% | -20.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling