+14.1%
XYZ vs MAS
+37.4%
-23.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.7% |
| 7D | +9.2% | +4.6% | +4.7% | +7.7% |
| 30D | +9.8% | +19.9% | -10.1% | +3.4% |
| 3M | -0.2% | +8.9% | -9.1% | -3.1% |
| 6M | +18.0% | +20.2% | -2.2% | +10.6% |
| YTD | +29.1% | +33.9% | -4.8% | +12.3% |
| 1Y | +14.1% | +34.7% | -20.6% | -1.8% |
| All | +14.1% | +37.4% | -23.3% | -1.8% |
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